Going back to the last filter used

I have been using Filter Forge with PaintShop Pro for many years. Typically, when I generate an effect with a filter, the next time I load FF (in the same session), it would immediately show the last filter used. That is convenient to generate different variations of the same filter.
Last week, I used it with Affinity, and I find that it always reverts to the same "default" filter so I lose the last one I had, and the settings I had.

So this is a different behavior for FF when used through two different host programs. Is it due to FF behaving differently, or are the programs handling FF differently?

I understand that I can save a preset. But even if I do, the second (or third) time I load FF in the same session, I still have to navigate or search for the last filter I used. This is quite inconvenient and very different from one program to the other.

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CFandM wrote: Seems to work in the windows version. It goes back to the same filter but one still has to choose the preset. FF defaults to the first preset in that filter...

That is not my experience at all. Using Affinity, it always reverts to a filter that was NOT the last one, while with PSP, it reloads the same filter and even the same settings, even if I had changed them in the last use.