Hi Lemiant,
Let's see if I can clear things up for you. Hope this helps!
Summary: In the Task Editor there is a tab that allows you to view a task's context with adjustable filtering but it does not effect the Navigator or Package Explorer.
Details: Mylyn allows you to view all of the files that are in the context of a given task by looking at the "Context" tab in the Task Editor (shown below for an email task).
In the screenshot above you use the slider to choose the threshold for the level of interest required for a file to appear. If the slider is all the way to the left all files in the task's context will appear and as you move it right the files will start to become filtered. However, this slider only effects the "Context" tab and does not effect the Navigator or Package Explorer. This slider value is not persistant and, as you noticed, will be reset upon reopening the task. The slider was created so that developers could review the files in their context prior to submission.
David Shepherd, Tasktop Technologies
http://www.twitter.com/davidcshepherd