When downloading a report after applying an inline filter, will still download the whole dataset. It would be a nice feature to be able to download exclusively the desired records.
Many times, this kind of filtering is used by an end user within a report embedded in a dashboard, and that person doesn't necessarily have the knowledge, or access, to get that same result using Report Builder. So the current process translates as extra steps: download the whole dataset and then apply the filters again using another tool like Excel or Sheets.