After upgrade to Redmine 4.1.1 I see the Options section (for example on Issue page) is always visible. There is a small bug and it is easy to fix it:

Patch file app/views/queries/_query_form.html.erb:

--- _query_form.html.erb        2020-12-03 00:00:00.000000000 +0100
+++ _query_form.html.erb        2020-12-03 00:00:00.000000000 +0100
@@ -14,7 +14,7 @@
   <% if @query.available_columns.any? %>
     <fieldset id="options" class="collapsible collapsed">
       <legend onclick="toggleFieldset(this);" class="icon icon-collapsed"><%= l(:label_options) %></legend>
-        <div class="hidden">
+        <div class="hidden" style="display: none;">
           <% if @query.available_display_types.size > 1 %>
           <div>
             <span class="field"><label for='display_type'><%= l(:label_display_type) %></label></span>