In my opinion - and after seeing other users - , filters should be cleared the moment a user navigates away from the screen.
Generally, filters are used momentarily just to check something quickly, like searching a table in a Dataset.
It is very confusing when later - could be mins, hours or days later - the user gets back to the screen and the filter is still there, while the user forgot about it.
Another example on filters being confusing:
Catalog > Datasources > ECC selected > Table search "MAR"
Selected another Datasource on the left panel, e.g., Oracle, the filter "MAR" is still there and no records are displayed.