It’s not exactly a feature request but l think it’s an UX improvement.
When user finishes filtering the icon at top right shouldn’t be a cross icon but a check icon for instance.
Cross means you cancel what you decided.
Even if the operation is finished once you have clicked on the arrow down or up, and, also the developers, l guess, meant “filtering done you can quit the page”, this improvement is for all non coders and users.
I think check icon is more accurate for this purpose.