When selecting Published or Unpublished in the drop-down filter, in admin product listing, it just reverts back to All.
Aha, I am glad I am not alone.
I have had same probleb since first stable vm4 version.
Edit:
Problem started since version 4.0.4 because of change "Updated state published in the product model, for listing we now use list.published and some other minors in product model"
I downgraded to 4.0.2 and that works fine considerin this problem