Steps to reproduce:

Use the following live demo -  https://demos.telerik.com/aspnet-ajax/pivotgrid/examples/olap/defaultcs.aspx 

1. Open the filter dialog for the Year field residing in the ColumnFields and filter by selecting a single Year. (e.g. 2010)

2. Move the Year field to the Filter Fields and Update the Layout

As result, the 2010 filter is not applied anymore but opening the Filter Window keeps the same filter value still selected.

Demonstrating the issue in a basic sample - http://somup.com/c36ilGveZL