I've had the Tetra for about a week now and will try to answer your questions based off what I've learned.
If you've watched any of the many Wifi Pineapple videos online, you'll notice the same thing, which most likely means this is by design. You could submit your suggestion of persisting these settings to the bug tracker.
Somebody can correct me if I'm wrong, but if you're specifying a Target MAC address through PineAP, you may not need the Filter configured. This means you can keep both Filter boxes blank and in deny mode, because a device is already being targeted.
From my understanding if the AP the device connects to is encrypted, the association to your rouge AP would not be automatic. For this scenario the constant deauth could to a point social engineer the device user to manually select your rouge AP in the broadcasted SSID list of their wifi settings. If the AP was an open AP, then the association should be working.