To reproduce:

Bind a RadPivotGrid and set the theme to Breeze. You will see that there are no filtering buttons.

Workaround:

Use the following code to set an image to the buttons:

protected override void OnLoad(EventArgs e)
{
    base.OnLoad(e);

    List<PivotFilterFunctionButton> elements = this.FindAllElements<PivotFilterFunctionButton>(this.pivot.PivotGridElement);
    Image img = Image.FromFile(@"filter.png");
    foreach (PivotFilterFunctionButton item in elements)
    {
        item.Image = img;
    }
}

public List<T> FindAllElements<T>(RadElement parent)
    where T : RadElement
{
    List<T> list = new List<T>();
    this.FindAllElementsCore(parent, list);
    return list;
}

private void FindAllElementsCore<T>(RadElement parent, List<T> list)
    where T : RadElement
{
    if (parent is T)
    {
        list.Add(parent as T);
        return;
    }

    foreach (RadElement item in parent.Children)
    {
        FindAllElementsCore<T>(item, list);
    }
}

The image can be downloaded below.