I think that might be how gyroscope sensors work. If I remember correctly I think they measure the "instantaneous rotation" experienced each unit of time. From the sensor's website it looks like 40 is the center "home" value, and as you rotate the device it will report a number larger or smaller than 40 to represent the current rate of rotation. Does that match what you're observing?
For your segway balancing robot, I think this sensor would be most useful for measuring the current rate of rotation (how quickly you are rotating one way or the other), but not very useful for measuring the current angle (how far the robot is tilted away from straight-vertical). Does that seem like a reasonable interpretation of what you're doing? If not please let me know.