@Gáspár Nagy Thanks for the recording. It gave me clear picture. I have tested from my end again, after entering dimension values , click anywhere outside the input box. I have added gif file where you can see it. The values are being filtered. Please revert if it does not work for you.
Application Insights "Events" view filtering does not work

The "Events" view of the Application Insights resource on the Azure Portal has a filtering option, but regardless of what I write to the filter, I still see all events. (The second filter line is shown, so the system recognizes that I have added a filter, just not uses it.) When I open the view in Log Query, the filter is also not applied.
On the other views, like in Metric, the filtering works.
In the picture below, I filtered for the request success status and for the demonstration I also used the same value to split. As visible, it displays all values not only the filtered ones. (The same behavior is observed with other fields and without splitting as well.)
What do I do wrong?