filters module & multilevel select: improve usability

I have a filters module with filters generated by a multilevel select field (2 levels)

currently if you choose an option from first level, and then a second option form second level, you get search results,

but then the second level choosed option box get closed, and you only can see the first option that you choose

I think that the second level option box should stay always open for the user to bettere understand where he is, and maybe change the choosen option on the fly to

(I know there ia an "applied filters" message appearing above the records list, but the fact that the second option box is being closed is still a bit confusing