It depends on the desired behavior. E.g. if you had multiple lists of states on the screen and wanted to filter all of them by region at the same time, then this could be desired behavior. You can always force a different view source in cases where you do not want the items bound to the same filter criteria.
I think avoiding the use of CollectionViewSource until you understand the interactions of ItemsSource -> CollectionView -> Bound Item controls is probably a good idea, but I don't know that I would go so far as to say that you should avoid it in general.
I think it might be reasonable to say that if two lists on a form have different filtering/sorting requirements then they should be bound from different source properties (even if those properties are straight clones of a single underlying source). That way you can still apply filtering and storing at the CollectionViewSource level but without unintended consequences later on.