Lens currently saves also pinned filters with the visualization. Our current behavior across other apps is, not to save pinned filters into any saved object. So we should do the same in Lens. This still leaves aside, that the UX around that is currently not good, because it's not obvious to the user that some filters are saved and others not, and we had another issue to discuss that, which I unfortunately can't find at the moment. I'll link it here as soon as I am able to find it again.