The dashboard filter apply button doesn't gray, or turn inactive once the filter is applied. So from a users point of view it would be good to see when the filter is actually applied. As it does in Ad-hoc Views.
You can view this behavior in the sample Product Category KPIs dashboard. As you apply the filter it should be greyed out or be inactive and once more values are selected it should be active again to apply values.
Components | Dashboards |