How to reproduce:
1. Create a new Unity project
2. Create a 2D > Tilemap
3. Open the Tile Palette window and create a new Tile Palette
4. In Scene View change the 'Tilemap Focus' to 'Tilemap' or 'Grid'
5. Close the Tile Palette window

Expected result: Tilemap Focus filter is set to 'None' when the Tile Palette window is closed
Actual result: Tilemap Focus filter remains when the Tile Palette window is closed

Reproducible with: 2017.4.14f1, 2018.2.16f1, 2018.3.0b10, 2019.1.0a9
Could not test with: 2017.4.14f1, 2018.1.9f2 (Editor crashes when closing the Tile Palette window)

Notes:
Opening the Tile Palette window once again still allows setting the Tilemap Focus to None
Changing the Window Layout also gets rid of the white filter