I use PM for speed. If I have to press some keys each time I untag an image I'm lost. I for my part are sure that when I untag an image that I don't want to see it any longer. If someone is not sure about, think twice. BTW. that's also the way LR works in filter modes and it's a good way as it prevents me to untag an image twice and so it's tagged again.
So, it's not a bug, it's a feature. Our solution - your problem.
What about to configure how the filter should work? Should be no big deal.