Just in case anyone else is stumbling upon this or may need to look into it to confirm...
The Filter step is not executed when it's positioned immediately after an Import step.
We repro'd the issue by checking out a table and adding a Filter step immediately after the Import step. Then, we added one criteria to the Filter step and saved the table. Afterwards, we confirmed the Filter step failed to remove any rows.
The work-around (for us) has been to add a Formula step between the Import and Filter steps where the newly added step contains a simple formula column with a blank string for its value. Afterwards, the Filter step appears to get executed properly.
If you are encountering this issue, I encourage you to contact your CSM and ask them to link you to the BIIT associated with our case (#145150).
FYI...
We're on 12.5.
12.6 does not appear to fix the problem either.