Currently, when you cancel the Filtering event the field filter (displayed when FilteringMode="FilterRow") will clear any entered text and the funnel icon won't change its color (like when the filter is active). Add an option in the Filtering event, similar to the Sorting event which allows you to manually set the sorting state of the column which will affect the UI (showing and changing the sort indicator icon).

In the case with the Filtering event, there should be an option if the funnel icon should be highlighted. In other words the setting should allow you to manually say if the filter is active or not. Also, the input text in the field filter should be preserved and possible an option to change this value may be added in the event arguments. This will allow you to implement custom filtering and keep the UI state of the field filter.