That behavior is not unique to the text filter. The reason that the sizing box persists on the video is because the clip with the text filter is still selected (even though the playhead has moved pass it). To make the sizing box disappear, you need to make the clip un-selected. You could do that by clicking on a different clip, or by clicking on the track.
We could change the behavior so that the clip is automatically un-selected when the playhead moves off of it. But that might be inconvenient in other situations.