Hi @will.b 
Hope you are well!
We’ve just released some updates to the Single-select List filter, which should address several problems that you raised above:
(1) The ability to allow empty value field for Single-select List:
Thanks to your invaluable feedback, we’ve acknowledged the opportunity, and been working on supporting this use-case with Single-select.
I’m glad to let you know that you can now configure your Single-select filter to accept leaving the value field empty.
When left empty, this filter will not be applied, just similar to the behavior of Multi-operator filter.
Do check out this release note for more info: 
Launched: Allow empty value field in Single-select List Filter
(2) Improvement to the flow of using Single-select List
We have also made an improvement, where the drop-down list will close right after you have chosen a value
Your inputs on the Filter experience are duly noted. And we are actually working to further improve it at the moment. I’m excited to let you know more soon
Let me know if you have any further feedback. 
Once again, thank you @will.b for the insightful and thorough feedback! It’s definitely the fuel for us to keep improving.
Cheers! 