Thanks for taking the time to reach out to the QuickBooks Community. How are you today? I hope all is well.
Once you change the filter to show All, it should save so the next time you go back it will be what you previously set it to.
Meaning if you change it to All, leave the page and come back, it should still be set to show All.
If yours isn't saving, I recommend performing some basic troubleshooting steps, such as clearing the cache. Web browsers collect cache to save time when loading repetitive data and images. Over time these files can become outdated and corrupted, causing issues like the one with your filter not saving. You can use the link I'm including below for steps to clear the cache.