Milestone does not stay selected in search issue dropdown

Summary

When filtering issues using no milestone, upcoming, any milestone is not stay selected for Milestone dropdown

Steps to reproduce

Click any of these following link and you will see Milestone dropdown does not stay selected

1. Filter by Upcoming
2. Filter by No Milestone

Expected behavior

Milestone dropdown should stay selected with the issue is selecting for

Actual behavior

Milestone dropdown does not stay selected

Relevant logs and/or screenshots

N/A

Output of checks

Not necessary

Results of GitLab environment info

Not Necessary

Possible fixes

(If you can, link to the line of code that might be responsible for the problem)