Stepping through the controls with the tab key will hit the filter before continuing to the next parameter. The instant the (empty) filter text control receives focus, the choice itself (in my case a multiselect) gets reset to "nothing selected at all".
This does not happen when focusing the Filter control by clicking it with the mouse. It also doesn't happen when the filter control contains just one character (with "filter starts at" set to 2).
BTW: The tab order itself doesn't make much sense either, because normally you would first use the filter and then choose a value from the filtered list, rather than the other way round, which is why the filter should come before the list it applies to.