Report levels filters not working

I figured out the problem using your screenshots:

As you can see on this dirty screen without any sensitive data... I applied a filter clicking on a bar chart which corresponds to a salesperson. All my page is filtered (I got only one row in the table. Sales, benefits etc.. .are filtered too).

But... the reports level filter isn't changed at all. As you can see, a salesperson is a "sectorcode" and all the sector codes are checked (040 isn't supposed to be displayed so I unchecked it). So, when I switch to the other page, there is no filter applied and that's why I'm loosing my filter when I switch back.

But anyway... I don't understand how is it supposed to work! Should I tell my client to select the filter manually every time? This is strange, right?

Thanks for your help