Using Date Navigation Arrows Clears Filters

If you use the arrows to change the date forward or backwards on the Activity screen, it clears whatever filters you have set. If you instead click the calendar icon in the date field and choose a new date via the calendar popup, it does not clear the filters, but that only works on the day view.

I would like to be able to use the arrows to flip between days, weeks, or months without the filters clearing automatically. Or to save specific filters on a view that I’ve created to track time by project, without having to refilter every single time.

Am I missing something and this capability exists?