User Configuration > Administrative Templates > Microsoft Project 2016 > Project Options > General > General options for Microsoft Project
User
HKCU\software\policies\microsoft\office\16.0\ms project\options\general
This policy setting turns on AutoFilter automatically when the user creates a new project. If you enable or do not configure this policy setting, AutoFilter is automatically turned on when users create a new project. If you disable this policy setting, AutoFilter is not automatically turned on when users create a new project.