what can not be undone:
1) removal of a local data filter
Sometimes - stupid me - I think: Oh, let's add a data filter.
and after clicking on the toolbar icon:

I realize: there was already one - and I just removed it.
Another example: In Dashboards.
The toolbar icon just adds the filter to the first plot in the dashboard.
... or it removed it from the first plot - even if your actual intention was to add a local data filter to the second plot ...
Note: It would be helpful if the toolbar icon had 2 different colors - one for adding a filter and one for removing it
(if the filter is already there).
EDIT:
Since JMP18, the shortcut in the toolbar has now 2 different icons:
1) the standard one to enable the local data filter:

2) once the local data filter is added, the toolbar icon gets disabled *) :

*) if a user wants to remove the data filter, there is a function in the red triangle menu:
