In the "drive/delete" menu, select and apply (using the "menu-ok" button) the "photo" option (top) or the "video" option (bottom). This will disengage the advanced filter.
What if you remove any filter/hood? In some circumstances there may be a mechanical conflict between the mobile front part of the lens and the filter, specially if you mount a filter directly on the lens without the (required) adapter ring.
Hi, I've just checked with my X100vi (firmware dated June 27, 2024). My 5-pic bracketing setting is definitely preserved after the camera is switched off then on (but not after going to video mode then back to still image mode of course).