Follow-up of JENKINS-59017. Root cause "understood".

The SetupWizard is an extension. But during Jenkins (the class) startup, a new instance is created and linked with Jenkins.

The extension (SW1) is instantiated after EXTENSIONS_AUGMENTED and the new instance (SW2) is called when COMPLETED is attained.

To reproduce the case in a deterministic way:
1) On first run, the SW1 is loaded but the installState is UNKNOWN and thus, does not add the filter. Then, the SW2 is created and added to the filter list. At the end of the wizard, the SW2 (linked with Jenkins) is called to remove its filter. The situation is fine.
2) On a run (after restart) after the first one, when the wizard was not completed. The SW1 is loaded and its filter is added. Then the SW2 is created and its filter also added (two filters at this time). When the wizard is done, the SW2 is asked to remove its filter, but the SW1 is never called by the Jenkins instance to remove the filter. Thus after the wizard there is still a SetupWizard's filter activated.

After JENKINS-59017, the filter has no longer the "blank page" effect thx to the correction but this was only removing the symptom, not the root cause.