Hello Franziska Blume,
Thanks for reaching out. The /users query does not return the membersOf property by default and you have to use the expand parameter for example /users$expand=memberOf query to return group membership of users. Unfortunately, the $expand parameter does not support advanced filtering as mentioned in the documentation. Hence you cannot filter further using the $filter parameter along with the $expand parameter.
I would suggest voicing your query and feedback on the Graph Feedback Forum.
You can however run the below query on a user account:
Please ensure you add the ConistencyLevel to 'eventual' in the header before running the query.
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Thanks.