This item has been identified as an outstanding known issue. A workaround is provided until the issue is officially fixed.
When closing the conditional formatting page, any filter applied to a page selector will be removed. This also applies when using "Hide/Show Selection"
Create and apply the filter after doing conditional formatting
Pivot the items that have the filter applied to them to be on rows/columns
If these workarounds are not suitable in your use case, please contact Support at firstname.lastname@example.org.
Internal Reference: CORESRV-2614