Hi,
I think that this happens because you have the "redirect POST mode" setting activated and you have the "force redirect" parameter activated in your filter modules.
The force redirect, forces you to move to the menu item specified in the module so it actually resets the parameters in the URL. And in the "redirect POST mode", the filters selection goes through the URL parameters.
So I think you want to turn off the "force redirect" parameter setting in your modules and it should help avoid the reset of the filters.