There does not seem to be a mechanism for saving changes to a filter set. For example, if I change the settings for the default filter, I would intuitively assume that they would be auto saved once the filter dialog closes. That does not seem to be the case. Also, when attempting to save the filter by clicking on the ribbon icon, there is no drop down showing the list of previously save filters. If I attempt to give it the same name as my default filter, it creates a new filter set with the same name. Confusion and frustration ensue.
The help documentation does not address this at all.