I think the problem in my case was that I added two filters to my wheel and updated the filter list. My guess is that SGP will (probably appropriately) remove the default centering filter from the profile since it knows that the filter list has changed.
I don't think it will matter if you manually set the filter. SGP will still try to set the filter in accordance with the filter set here:
If the filter is set to "None" then the auto center screen pops up for a split second and then disappears without a trace as if nothing happened.
Tim