I just noticed this today, and I'm not sure if this is a result of the ArcPro 2.3 update or not, but I just noticed that there no longer is an "Apply" button in the display filters pane. Without the "Apply" button, the only way I could figure out how to get the filters to stick is to click on the "Clause" button. That seems to lock them in. But it would be nice if the "Apply" button was back so I didn't have to click the "Clause" button in every filter to get them to stick.
As you can see in the pane below, there used to be an "Apply" button at the bottom of the pane (at least there was in ArcPro 2.2), but now there is not.