The reason for this behavior is that you rely on QueryableCollectionView.FilterDescriptors collection. They are indeed synchronized with the FilterDescriptors of RadGridView and the items are filtered out correctly.
On the other hand the visual representation of the filtering in RadGridView is done through IColumnFilterDescriptors, specific to each column.
You can check the "GridView Serialization" example on the WPF Demos as a reference on how to persist different GridView's settings including the filters. You can then refer to Programmatic Filtering article where more details on applying filtering from code are explained.
Let me know in case you have any additional questions.
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