The app currently does retain the filter when changing directories (at least it’s supposed to, and it works when I try it).
This is what I tried:
1. Went to a folder in the file system – filtered by edited (A > B > C)
2. Went to a different folder (A > D > E) – filtered by rating
3. Went back to the first folder – still filtered by edited.
4. Went back to the second folder – still filtered by rating.
Do you have any other settings – perhaps viewing combined subfolders or something like that (the “tree” button at the bottom of the window)?