We found an issue in Microsoft Dynamics CRM update rollups 15 and 16 when trying to apply filters to views. When adding any filters for “Related” records to a view and then saving the view and closing, the filter will not save. If you re-open the view to check for the filter you just added it will not even be there as if you never added in the first place.
It has been confirmed with Microsoft that this is a known issue. We are currently looking for a workaround for this.