The Intelligence Trainer (from the Manage menu) doesn't remember that I've run it. Previously, I could go through all my feeds, selecting the topics I'm interested in, and when it was done if I ran the Intelligence Trainer again it would remember that I'd already applied intelligence to all my feeds. Now, if I re-run the Intelligence Trainer, I'm training feeds that I had trained already.
It only shows feeds that have no training data on them. If you were to train the feed somehow, it would no longer show up in the trainer. I used to have it hide feeds that you hit save on but didn't actually train anything. But I needed to use the trained bit for unread counts, so it no longer behaves that way.
That's right. It's not often that you want to filter from multiple feeds. And building global filters would make training way more complicated than it already is. You'd have local filter and global filters and it'd be a mess. As it is, you already have social filters and feed filters.