Given desired magnitude response and linear-phase constraint in predefined pass band and stop band, we can get the desired frequency response in both bands. By sampling the frequency in both bands, we can solve the optimal FIR filter coefficients in least-square sense. In the above discussion, we didn't give any constraints on the frequency response in transition band, but we always get a monotonic decreasing curve in transition band.
I think least-square FIR filter design is somewhat like trigonometric approximation. But in trigonometric approximation, if we have two groups of data points, the fitting curve will not always be monotonic in the region between two groups, as shown in figure below.

So why is it seems always true in filter design? Is there a mathematical proof about this?