If the Dish receiver is already on and you are coming out of a different activity you are not synchronized correctly. Your Harmony is smart enough to know what your activity is and what should be on or off. If you have toggle set as your code, your receiver should turn off when you press All Off. If the receiver is already on when you press Watch Dish the Harmony will turn the receiver off. Simply press Select on the Harmony and that will turn the receiver back on. Once you have that set correctly you will be back in synch.
I have several devices that my Harmony controls. An H3, a bluray player, an AppleTV, a Roku, an AVR. and of course, the HDTV. When my Harmony is programmed correctly, and it is, the remote knows what to turn on and off, by activity. I can watch a program off of my Roku by pressing Watch Roku. the Harmony will turn the TV on, the Roku on, and the AVR on, all while setting the TV and AVR to the correct inputs. Now, when I'm done with that program and want to watch some TV from dish I simply press Watch Hopper. The Harmony will turn off the Roku, leave the TV and AVR on, setting the proper inputs, and turn on the Hopper. There was no need to shut everything down, the Harmony knows where it is at when everything is in sync.