When selecting for example the 'Flagged' filter, on the filmstrip only the flagged photos are visible. During an ongoing export operation, the filmstrip filter resets to 'Filters Off'. When selecting again 'Flagged', after a short time the filter resets to 'Filters Off'.
Are you adding the exported images to the catalog again? If so, then this is expected behavior. It is done to make sure that you will see the imported images, in order not to confuse you. I believe you can override this by locking the filter (press the little lock on the right).