Proximity filter feature "Remember the last selection" for views exposed filters doesn't work

Problem/Motivation
The feature "Remember the last selection" for the proximity views exposed filters doesn't seem to work.

Steps to reproduce

• Create a views page and add a proximity exposed filters. Check the option "Remember the last selection" and select user roles "anonymous" and "authenticated"
• Under Advanced / Use Ajax select "Yes"
• Under Advanced / Caching select "none"
• Go to the created views page and enter a location on the exposed filter
• Reload the page
• The previously entered location isn't remembered, the view is shown in default state