Not all cmdlets have the -Server attribute and only function if there is a VIServer connection in the $DefaultVIServers variable.
An example New-SpbmRuleSet does not have the -Server attribute and throws an error if there is not a VIServer connection available (which must therefore be a default connection).
I see this as an oversight as New-SpbmRule does have the -Server attribute. Therefore this specific case may be an SR, however I still believe that all cmdlets where necessary should support a specific VIServer connection via a -Server attribute.