I had the blue light filter set to come on from sunset to sunrise. But the setting resets to off every time the blue light filter is switched off. I'm having to go in and turn it back on each day.
I can understand how annoying it might be.
Make sure you do not disable "Location" option, as it is necessary for "Sunset to sunrise" to work (and it will turn the schedule option for it).
And if you haven't already, make sure to share with us an error report via Beta Feedback option in Samsung Members app!