I think this would be a perfect solution.
I can understand everyone's perspective here about whether or not it's a bug.
But I think this one is a little tricky since there's a combination of factors controlling the bypass of the wah - the toe switch/exp 1 or 2/the snapshot. It's different with the wah too since there are multiple controllers (2-way switch plus expression) in one logical foot location. So I can see how it's not working as expected for some and also how it'd be touch for the developers to design how this should work.
From my perspective, there are definitely some songs where I could see, for example, finishing a solo on a lead snapshot with the wah engaged and wanting to get back to a no-wah verse or chorus just by changing the snapshot.
Right now I'm finding that the only way I can fix the wah state without leaving the preset and coming back to it is going back to the snapshot I was on, disengaging the wah, and then going back to the snapshot I was trying to use in the first place.
I think there are really 2 logical options here, and the way it works now isn't one of them since it can put your setup in an inconsistent state if you switch snapshots without disengaging the wah:
As Phil and others have suggested, save the EXP state with the snapshot. This could also be handy if you want a snapshot that gets wah out of the gate (hit a snapshot and start moving the expression pedal without triggering the toe switch), and it would also address the issue discussed. The wah bypass would take into account the current state of EXP when switching snapshots. This would behave like a normal wah and amp setup. If you're on lead with the wah engaged and switch to another snapshot, wah would still be on regardless of whether it's normally bypassed or not on the snapshot. Just like without a Helix if you're on one channel on your amp with wah on and switch to another channel, the wah is still on and still works.
Perhaps this setting/behavior could be a per-patch or global setting so people could choose the option that they prefer.