An update addressing an issue where the Level-Specific Challenges appear incorrect has been released on PC, PlayStation 3, and Xbox 360.
PlayStation3 and Xbox 360 users can download the update by playing Borderlands 2 while connected to PSN or Xbox LIVE, respectively. PC users can download the update automatically through Steam.
If you're still experiencing this issue after applying the latest update, please open a ticket for additional troubleshooting.