Once turned on, the filters should stay on (forever, for any business, so long you are using the same computer/browser). We just didn't get to do it yet - but you'll be happy to learn that it's in the pipeline.
As for why this was done:
There are multitude of ways to find a record of interest, using filters is one of them. But not all users use filters, and even those who do don't always use them. So we've made them 'on demand' - only showing when users need them. This saves quite a bit of visual noise on the screen (and soon space as well, which will allow users to see more records).
The design guidelines behind this are:
- Progressive Disclosure - A strategy for managing information complexity in which only necessary or requested information is displayed at any given time.
- Signal to noise ratio - The ratio of relevant to irrelevant information in a display. The highest possible signal-to-noise ratio is desirable in design.