只需使用selected 参数：

wp_dropdown_categories( array(
    \'show_option_all\' => \'All Deployments\',
    \'hierarchical\' => true,
    \'show_count\' => true,
    \'selected\' => get_query_var( \'cat\' ),
));

add_filter( \'tag_link\', \'wpse_71874_tag_link_category_context\' );

function wpse_71874_tag_link_category_context( $link ) {
    if ( is_category() && $cat_id = get_queried_object_id() )
        $link = add_query_arg( \'cat\', $cat_id, $link );
    return $link;
}