Feature "Remember the last selection" for views exposed filters doesn't work anymore

Problem/Motivation

The feature "Remember the last selection" for views exposed filters doesn't seem to work anymore.

Steps to reproduce

1. Create a views page and add one or more exposed filters. Check the option "Remember the last selection" and select user roles "anonymous" and "authenticated"
2. Under Advanced / Use Ajax select "Yes"
3. Under Advanced / Caching select "none"
4. Go to the created views page and make a selection on the exposed filter
5. Reload the page
6. The previous selection isn't remembered, the view is shown in default state

This used to work in previous drupal versions.