The problem was due to the size of the dataset, too many lines returned to the grid.
If paging is turned off, and too many lines are requested, the grid will show as if empty.
If an initial filter reduces the set to a size the grid can show without paging, then changing the filter to include additional lines can cause it to exceed the limit, which causes the filter to show changed, but the results to stay with the results of the previous filter.
The problem is due to the grid's size limitations, and solvable using paging, which I wanted to avoid.
But paging is probably the quickest way to avoid the potential for failure due to volume.
On another note, I wanted to use the "Columns Menu" but noticed that its use hides the filter icon's highlighting that should show when a filter has been applied.
Is there an easy way to add an "As Filtered" description to the footer?