I don't even realize the steps I took to see this, so I can't reproduce it at the moment, but there was a point in which I visited the questions page but had no tag filter dropdown. The other filters were present; I clicked the "questions" button again, and the tag filter returned. Perhaps I'm missing something obvious, but that seemed a lot like a bug to me.
I can now offer the steps where the "filter" disappears:
- If open a fresh browser and navigate to stackoverflow.com, the "New" questions opens up by default with no tag filter, showing "recommended" posts and ordered by "newest".
- Clicking the "Questions" button stays on "New" questions, adds the filter tag (defaulting to "all"), and shows "all" posts - still ordered by "newest."
- Changing the "filter" dropdown to "favorites" filters just as one would expect and appears to work just fine.
So this is all behavior within the "new" questions view - some with the tag filter, some without, and when it filters, it filters correctly, so I don't think it's a matter of "you can't filter this list yet."
Perhaps I'm alone in this, but I just wouldn't expect the "filter" (or "show" or "order") dropdowns to just disappear or reappear unless I changed to a list that didn't support that functionality at all.