MySQL 8.0 Replication filters lost between restarts
The short answer is: this is a feature.

The CREATE REPLICATION FILTER syntax was created as a way to dynamically modify replication filters on the slave without a restart. (bug report)

You are right, that the documentation is a bit lean on this, but I found this snippet from FAQs in the MySQL Release announcement of the feature in 5.7:

11) Are these changes made through the new command persistent upon restarting the server?
A) No, the changes are not persistent. You have to change the values again after restarting the server. If you want these changes to be persistent, you can put them in my.cnf file.


[src]

What is interesting is that you claim this is the same setup on 5.7. It would be good if you could get that behavior reproducible (5.7 setup without options in my.cnf survive restarts).

I'd also recommend opening a bug report for 8.0/5.7 to at the very least get this behavior documented on the official documentation.

Immediate fix is of course to set the config options.