Users have been asking for this feature for quite a while. Remembering search filters will not remember where you were in the tracks list. But it is useful if you want to repeat the same or a similar search when you return to the media library.
You didn't ask, but there is a plug-in you may want to check out. It will let you restart WA at the point you closed it, among other things. Saves you from having to scroll down your playlist, if that is a concern.