I noticed a different behavior when filtering programmatically through the state and when you use the filter UI.
When filtering programmatically the filter is set after the data arrives. I am using a FiltterMenu and the filter icon is colored to indicate there is an applied filter only after the data is filtered. When filtering from the menu, I can the opposite behavior - the filter is set first and then the data is filtered. To me, this seems to be the correct behavior.
Reproduction: https://blazorrepl.telerik.com/wSavwTPd367WqA9r37.