Format change when Filtering

Format change when Filtering

I have a large list of medical claims in a Zoho Sheet.  Column A contains a picklist to update the status of each claim.  Normally this works wonderfully, but lately, when I filter for a particular patient (or service, insurance company, etc), then work on these claims and remove the filter, all of the picklist options in Column A are gone.  The words are still there, but most are no longer formatted as a picklist with the corresponding color. 

Any ideas of what I could be doing wrong?