Yeah Kanban is not supported for filters. The problem is that you set kanban buckets per list so if you view a bunch of tasks through the filter, it is not clear which buckets to show. We could just show all buckets of all lists in that filter but that would be too much once you have tasks from a few lists with a few buckets each.
Another option to solve this would be to add an option to configure kanban buckets globally or per namespace or something else. Or to configure them per filter, but that would get hard to manage on the api side of things because of the way buckets are currently implemented.
Open for ideas.