I use Chrome, which seems to load the last used setting (i.e. If I close the browser with the filter bar showing, then it will show the next time I open the browser and load the page. If I close the browser with the filter bar collapsed, then it will appear collapsed the next time I open the browser and load the page.)
I just tested this out on my end in Safari and Chrome (on a Mac), and the bar was expanded on page load for both browsers. Can you tell me which OS you are using and which version of Chrome?
Can you also follow the instructions here to see if there might be a conflict with something else on your site? If you could also share your system info with me, that would be helpful as well.