I suspect it's because when the form is in design view, it's still considered to be loaded. AFAIK, a filter is applied when the form loads (or maybe opens) and when you switch views, it's not actually re-opening thus your filters are lost. A form without a filter can/will display the record(s) that were showing if switched from form to design back to form view, but I wouldn't expect a filter to be re-applied. Not sure why you'd worry about this since users will never (should never) be opening a form from design view.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.