Hi @RobertFerry-7907 ,
I just tested this in my tenant and was able to reproduce the behavior. I found though that I can get the filter to work by selecting and clicking, but the checkbox doesn't reflect the change in the UI. If you go to "Add filter" and select the checkbox (noting that the UI doesn't change), and then apply it, you should see that the filters have applied even though the checkboxes don't reflect.
I filed a bug with my colleagues on the IAM team to report this issue and will update this thread as soon as I have a response.
Thanks for bringing this to our attention!