Ok, I finally have some update on this one after I have been i contact with Microsoft (thank you Kim Carrock Kobberø). The answer from them were (written here with his permission):
Two things are in play here:
1. Save values
The property “Save Values” is in relation to the fields not filter fields. The save values property will save the value of a normal field in the DB.
2. Filter fields
Filter fields will be saved in the personalization file on the user pc. On my Windows Server 2012 the folder is this one: “C:\Users<username>\AppData\Roaming\Microsoft\Microsoft Dynamics NAV”. One thing to note is this: if the request page has prefilled filters, then what the user enters in the filter fields will not be saved.
So to better understand the scenario try this repro:
1. Go to the sales order and click the report Order Confirmation
2. You will now see the request page for report 205 and the filter is set to be “no = ”
3. Try adding a filter or changing one
4. Run the preview.
5. No click the order Confirmation once again
6. Now you see the filter not changed.
7. Now navigate to CRONUS International Ltd./Departments/Sales & Marketing/Order Processing/Documents and run the same report.
8. Now the filter is not prefilled with the order no.
9. Modify the filter and run the preview.
10. Open the report again
11. Now you should see the modified filter.
Note any change to the fields (not filter field) on the request page through the entire repro will be saved, since the “Save Values” property is set to yes.
So my issue is really not the SaveValues. That works fine. It’s “only” related to the filters (req. filters).
And what we actually also found out was that they "fixed an error" which is why it suddenly wasn’t working the way it used to for my customer. The “error” was that there was an inconsistency between the help text and the way it worked. Instead of fixing the help text, then they fixed the application. At least that’s how I understood the explanation:
Bug 212352 - SETTABLEVIEW doesn’t work in the RTC as it does in the Classic client
According to the help, if you use the function SETTABLEVIEW in conjunction with a report, the filters applied by the user should not be saved for later use. This is true on the Classic client, but the RTC doesn’t seem to adhere to this. The Report Page that is create in order to run with the RTC doesn’t have the SaveTableView property and I assume is why the SETTABLEVIEW doesn’t work the same.
In plain “English” what the change did is that if you have called your report using SETTABLEVIEW then it will not save any filters your users are setting manually. Not even if the filters are set to a secondary table in the report, where SETTABLEVIEW was not used.
I think they could see that this change wasn’t very good, but since my access to connect.microsoft.com - then I have not been able to get online to register this “change request”.