If I'm understanding correctly this is actually working correctly, but I agree it's a bit different than you might be expecting.
If you look at other apps, say Excel for instance, when you click on a data filter you will see all items "checked" indicating that those items are included. I believe this is the way you are expecting GTDNext to function.
However, in GTDNext, all items are shown by default. To eliminate having to do an extra click (like you would have to do in Excel or other apps) we don't mark all the items by default. Imagine if you only wanted to view one of your areas, but you had 10. You would manually have to un-check all your other areas if we had them checked by default. This way you just have to do one mouse click to see an area. So, while it might not be what you are expecting, we do have a solid reason (speed) why we decided to do it that way. Hope that helps!