Hi @Born, Martijn ,
Welcome to our forum!
As i know, the New Outlook for Windows is similar to Outlook for web and i got the same result both in New Outlook for Windows and Outlook for Web. I'm afraid that it‘s expected behavior. If you want to lock the unread filter, it's suggested that you could turn off New Outlook button to switch to Legacy Outlook.
Please kindly understand that many functions are not designed at present. At present, what I can do for you is to submit feedback for your request and I have post here, and you could vote for it. If you have any suggestions or ideas, It's suggested that you could post here. Hope Microsoft will notice this in the future. Thank you for your understanding and support!
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