The following thread from May, 2003, describes the problem I am
seeing:

http://groups.google.com/groups?hl=en&lr=&threadm=2d9301c323fb%24fdc22b30%24a301
280a%40phx.gbl&rnum=4&prev=/groups%3Fq%3Drowfilter%2Bno%2Brows%26hl%3Den%26lr%3D
%26group%3Dmicrosoft.public.dotnet.framework.windowsforms.databinding%26selm%3D2
d9301c323fb%2524fdc22b30%2524a301280a%2540phx.gbl%26rnum%3D4
Google Groups: View Thread "Losing DataBindings when RowFilter brings
Count=0"

As soon as I apply a RowFilter on my DataView that matches no records,
the bindings no longer seem to work. I have verified this by printing
to the console whenever my Format and Parse events are triggered. They
work fine up until I apply the filter.

I cannot find any mention of this issue anywhere besides the above
mentioned ancient thread.

I'm using VS.net Pro and version 1.1 SP1 of the framework.