This is a great suggestion, and something we’ve discussed in the team. If more people think it’s important, please cast a vote and help it get prioritized!
Thank you everyone for the feedback! As a first step, we are now working on a functionality to persist your last state on report pages in the Power BI service. This will essentially remember all your filter and slicer states, so you don’t have to re-select everything once you navigate away or refresh the page. We will continue to build on this and add more functionalities (such as saving various filter combinations via. bookmarks) in the near future.
650 votesAshley commented
Common problem and very important. Please add this.