With "Unread" filter active, replying to a message causes it to appear in Drafts folder and takes the user back to their Inbox
Unread filter is helpful, until you need to reply to a message. Clicking Reply will open up a new Draft, but takes the user back to their Inbox and removes the active filter. Also, when opening that Draft up, a user's signature is not included in the Draft email as it usually is when replying to a message.
Shahal Hazan commented
The active filter does not remain after most actions. After I refresh the page, it is removed, after forwarding or replying it is removed too.