Steps to reproduce:
Just add a value filter using the ValueFilterDialog. The filter is being applied properly, however, if you read the PropertyGroupDescription to which the filter has been added and check its AggregateIndex property, it is always 0.

Workaround: Use a custom ValueFilterDialog: http://docs.telerik.com/devtools/winforms/pivotgrid/dialogs/customizing-the-dialogs

this.radPivotGrid1.DialogsFactory = new MyDialogsFactory();
this.radPivotFieldList1.DialogsFactory = new MyDialogsFactory();

public class MyDialogsFactory : PivotGridDialogsFactory
{
    public override IValueFilterOptionsDialog CreateValueFilterOptionsDialog()
    {
        return new MyValueFilterOptionsDialog();
    }
}

public partial class MyValueFilterOptionsDialog : ValueFilterOptionsDialog
{
    public override Telerik.Pivot.Core.Filtering.IValueGroupFilter SelectedFilter
    {
        get
        {
            IValueGroupFilter filter =  base.SelectedFilter;
            filter.AggregateIndex = ((RadDropDownList)this.Controls["groupBox"].Controls["dropDownField"]).SelectedIndex;

            return filter;
        }

public override void LoadSettings(IValueGroupFilter filter, IValueGroupFilterHost filterHost, string fieldName, IEnumerable<string> aggregateNames)
{
    base.LoadSettings(filter, filterHost, fieldName, aggregateNames);
    if (filter != null)
    {
        ((RadDropDownList)this.Controls["groupBox"].Controls["dropDownField"]).SelectedIndex = filter.AggregateIndex;
    }
}

    }
}