Hi,
Filters selection is indeed based on the current category. There is no option to change that.
Usually, you associate your filters with a listing of all the products so that issue does not happen.
Also, in most cases, the brands will be different for different categories and so you don't want to keep the selection with you change the category yo'ure visualizing. For example, if you're selling computers and pens, the brands of computers and pens will be totally different, so the filter selection cannot be kept.
So if you still want to do it, what you want will require to modify directly the code of HikaShop core files.
You would have to edit the file administrator/components/com_hikashop/classes/filter.php and change the line:
$cid = JRequest::getInt("cid",'itemid_'.JRequest::getInt("Itemid",0));
to:
$cid = 0;
(note that this line appear twice in the file and you need to replace both).