We've had numerous clients request the ability to save the filter set in the Project Menu, rather than resetting to Default. We've also heard feedback of wanting more options to filter Projects in the Projects menu, such as setting a site-wide filter.
Please add your support to this feature request if you'd like to see a Site Preference that allowed you to set the Projects Menu filter globally, as well as retaining your personal filter preference and not revert to default when you log out.