Replicated on Chrome 28.0.1500.72 m

A User logs in JIRA and checks the "Keep Logged me in" checkbox. After closing the browser, the user then re-opens the browser using a direct link to one of his saved filters, JIRA displays an error message saying that the user is not logged in:

The requested filter doesn't exist or is private. Try logging in.

If the user then clicks on the JIRA icon in the top left corner he is logged in automatically. This problem doesn't seem to happen if the user opens the browser on one of the system built-in filters or on the main dashboard.