Please, what is the difference of the highlighted filters and the checked & highlighted filters?
The help file is not up2date related to this.
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The ones checked are supposed to be the ones currently visible in the filter panel although that does not seem to be the case in your screen shot.
I just checked my system and they don't match in mine either, I'd call this a display bug. Bug report time?
Just to follow up with a build 154 screen shot from my computer, not all of the filter panels have checkboxes next to the panel names, let alone checkmarks.
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That's a known but in the user interface toolkit. Sometimes it draws only the box, but not the check. I have a bug report open for that for months...
If you see the box (check or not), the filter is visible in the filter panel.