Open a project with some *.xml files.
Ctrl + Shift + F, search in all project for some string (e.g. "xml") with file mask "*.xml". Get results, close results pane.
Ctrl + Shift + F, see that file mask "*.xml" is preserved. Close dialog.
Close project. Open project. Ctrl + Shift + F: "*.xml" file mask is not current.
I could not repeat the same with some other file masks, e.g. "*.properties".