You are not right.
The filter works, but only when you first filter by default, and then try to filter through the menu.
Here’s an attempt to filter immediately from the menu.
https://prnt.sc/n8l1v1
Now I filtered the category as standard.
https://prnt.sc/n8l28d
After the standard filtering – the filter in the menu that was added through the HTML Blocks – starts working
https://prnt.sc/n8l2i2
But here the moment, if you filter through the menu – the filter starts global filtering, not related to the category.
At such a filtering bug, you need to pay attention and fix it in the future.
Thank you for your attention while I try to aesthetically solve my problem.