The step gets successfully executed but fails with the following exception: 

Failure Information: 
~~~~~~~~~~~~~~~
ExecuteCommand failed!
InError set by the client. Client Error:
Cannot read property 'toggle' of undefined
BrowserCommand (Type:'Action',Info:'NotSet',Action:'InvokeJsFunction',Target:'ElementId (tagName: '',occurrenceIndex: '-1')',Data:'$("th:eq(1)").data("kendoFilterMenu").popup.toggle()',ClientId:'663fc963-6051-4044-9dfb-ce01ca15339d',HasFrames:'False',FramesInfo:'',TargetFrameIndex:'-1',InError:'True',Response:'Cannot read property 'toggle' of undefined')
InnerException: none.

Workaround: Record the click step to open the filter without using the Test Studio translator, or in other words against the span element directly.