Presently the default status of a saved filter set by a user is displayed only in Saved filters list. In 'Active filter' area there is no indication that the loaded filter is, in fact, the default one.

There is a case when not indicating default status in Active filter area are specifically confusing:

The system default filters can be saved, but there won't be the pushpin icon in the Saved list filters to indicate it. Clicking 'Restore default filters' will result in displaying the system filter with the name (if there are no user-saved default filters). From a user point of view (if a user does not specifically remember that this is the system default), it looks confusing.