Happens in multiple selection mode with multiple items selected. Looks like the selectedIndex (?) somehow survives, gets out of sync with focusedIndex, though.

It's a useability issue: users expect all their selections to be still available after a filter: at a minimum they expect those selected items that are still visible after filtering to remain selected. (Actually, they expect much more: that selected items which got filtered away are still selected when the filter is unapplied, which is what Swing/X supports <g> - but that's a story for another bug report, once this is solved).

import javafx.application.Application;
import javafx.collections.FXCollections;
import javafx.collections.ObservableList;
import javafx.collections.transformation.FilteredList;
import javafx.scene.Parent;
import javafx.scene.Scene;
import javafx.scene.control.SelectionMode;
import javafx.scene.control.TableColumn;
import javafx.scene.control.TableView;
import javafx.scene.control.cell.PropertyValueFactory;
import javafx.scene.input.KeyCode;
import javafx.scene.input.KeyEvent;
import javafx.scene.layout.BorderPane;
import javafx.stage.Stage;

import java.util.Locale;
import java.util.function.Predicate;

    /**
     * Filtering looses selection state
     *
     * To reproduce:
     * - run, select several items starting with "A"
     * - press F1 to filter all starting with "A"
     * - expected: all previously selected and focused item/s
     * still selected/focused
     * - actual: only one item selected (selectedIndex?), focus at 0
     *
     * @author Jeanette Winzenburg, Berlin
     */
    @SuppressWarnings({ "rawtypes", "unchecked" })
    public class TableViewFilterSelectionRT extends Application {
    
        Predicate<Locale> always = p -> true;
        int count;
        @Override
        public void start(Stage primaryStage) throws Exception {
            ObservableList<Locale> items = FXCollections.observableArrayList(Locale.getAvailableLocales());
            FilteredList<Locale> filtered = new FilteredList<>(items, always);
    
            TableView tableView = new TableView();
            tableView.setItems(filtered);
            TableColumn column = new TableColumn("Column");
            column.setCellValueFactory(new PropertyValueFactory("displayName"));
            tableView.getColumns().addAll(column);
            tableView.getSelectionModel().setSelectionMode(SelectionMode.MULTIPLE);
    
            tableView.addEventHandler(KeyEvent.KEY_PRESSED, e -> {
                if (e.getCode() == KeyCode.F1) {
                    Predicate old = filtered.getPredicate();
                    filtered.setPredicate(old == always ? p -> p.getLanguage().startsWith("a") : always );
                }
            });
    
            Parent pane = new BorderPane(tableView);
            primaryStage.setScene(new Scene(pane));
            primaryStage.setTitle(System.getProperty("java.version"));
            primaryStage.show();
        }
    
        public static void main(String[] args) {
            Locale.setDefault(Locale.ENGLISH);
            launch(args);
        }
    
    }