How to reproduce
On a full calendar with catagories' filter and "memorise categories' filter" active, select some calendars to be displayed.
Then unselect a calendar. The events are correctly filters and filter is correctly saved in user prefs but the in filter dropdown, the unselected calendar remains selected

In following screenshot, the "Evènement" was unselected. No more events of this calendar appears but in dropdown menu the calendar is still selected.
After refreshing the page is OK.

No reproduce when "memorise categories' filter" service parameter is unchecked