It's been a while since this question was asked. Hoping that something's changed in the latest version of JIRA! 
The My Open Isssues system filter returns all the Issues that have their Resolution field set to Unresolved. That means it also returns issues that are in Closed status that have that field set to that value.
How can we change this filter so that it only returns issues that are actually Open?
Thanks,
Jozef