1. Navigate to Monitoring -> Latest data;
2. if filter is empty, there's no data in the list. Only "Filter is not set" and "Use the filter to display results" messages as visible;
3. set some data in the filter like host groups, for example;
4. observe there's now a visible sub-filter and some data in the list;
5. select something in the sub-filter;
6. clear out individual values from filter (DO NOT press Reset) and click apply;
7. observe the chosen value in sub-filter has "0" on right side and in the list "No data found" message is visible;
8. also observe that the sub-filter shows many more values that were not there before;
9. clicking on another sub-filter value now shows the new information. Even though there is no main filter set;
10. now repeat the same steps 1-4 and save the filter;
11. select something in the sub-filter;
12. clear out individual values from filter (DO NOT press Reset) and click apply;
13. observe that there is no sub-filter and "Filter is not set" and "Use the filter to display results" messages are visible.
14. now navigate to Monitoring -> Hosts -> Graphs and see the differences;
15. if filter is empty, there's no data. Only "Specify host to see the graphs." message is visible;
16. set some hosts in the filter;
17. observe there's now a visible sub-filter and some data in the list (your hosts must have tags for sub-filter to be visible);
18. select something in the sub-filter;
19. clear out individual values from filter (DO NOT press Reset) and click apply;
20. observe the chosen value in sub-filter has "0" on right side and in the list "Specify host to see the graphs." message is visible.

So for Graphs this is the same from steps 1-7 in Latest data. The difference is that there is no step 8 here. There is only one selected sub-filter value. No other values are visible. Which seems to be more correct. And of course, since the main filter is not set, the message is also different. In this case "Specify host to see the graphs.", but in latest data, if main filter is no longer set, the message is "No data found". This behavior in Graphs seems to be more logical than in Latest data.

Either way these three places are inconsistent.

This does not apply to Data collection -> Hosts -> Items, because if no filter is set, all items are visible. Thus all sub-filter is visible.

If no main filter is set, either the sub-filter should not be visible (like saved filters) or only selected value is visible (like Graphs). And saved/unsaved filters probably should work the same.