The described behavior is by design, because there is no straightforward way to maintain the desired functionality. For example, if after some filtering, there are 5 items remaining in the list, and "Select All" is checked, there will be 5 selected items, and the Select All box will be checked. But if in this moment the user deletes the filter, visually he will get the "Select all" box checked, the 5 items still selected, but all other items will not be selected.
You can check out the more detailed answer in the support thread for the same request.
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