If you have a screenshot of the 2 list boxes, please share. I am particularly interested to know:
a) what values you get in month list box when you say you are using a 'concat' function ? (I assume you are using an expression instead of direct field)
b) select month value and then unselect month value, ... in simple terms you are hitting the Back button to go to preceding selection state.
If you have first made a selection in Quarter list box, it should stay when you select the available value in month list box and unselect (i.e go back to previous state)
It will be interesting to see what you have implemented using concat in the Month list box.