I've experienced the same issue before. I believe I have reported it and thought it was solved. Apparently it was not.

Thank you for reporting. I have forwarded the issue to our software department. 

There are multiple ways to do this. You could remove filters as soon as you change fixture type to a moving head or color changing fixture (makes sense), but you could also consider adding the add filter and remove filter functionality to moving heads and color changing fixtures. As it is not unusual to add a bit of diffusion to these fixtures. (a VL1000 even came with a gelframe and a few others would definitely benefit🤨).

I'd like to see the ability to spec colours by adding any colour gel to a colour changing instrument, AND  then that information to set the colour engine in the fixture to that colour.

so the gel is not actually seen as part of the real life unit, it's just a way of quickly setting up a colour palette using a library you are already familiar with.

of course, you may also want to assign a gel to the fixture, a diffusion for example as already mentioned.