first things first enter commits, pipeline, pr or work items pages from home page.
pick all filters you want.
go back to the home page and enter any project detail page.
enter commits, pipeline, pr or work items pages from there:
the filters (you selected in step 2) should only be applied if the current project was one of the selected project in point 2.
if not, you should get a filter on the current project without losing the ones selected on point 2 that will be available when reproducing point 1 and 2 again.
Scenario: