As I said it has been going on for some time now with different win OS and different preferences. But as you're saying you just have to click it twice sometimes. Maybe a global bug. I'd rather not reset my preferences at this time.
If you have 3 stars selected and the filter is ON and then you turn the filter OFF with the switch the selected filters are retained but off. If you then click the filter bar, the first click turns it back on and the second click will change the filter. This is as designed I assume as it has been this way for a long time.