When you apply a filter to a Last Mile chart, the filter only affects what is displayed in the chart. The underlying data without that filter has already been called when the chart was generated. The exported data will include all data for the test and time charted, regardless of any filters you may have applied for displaying the data.
If you frequently need to export the data from your Last Mile or Private Peer testing and you want filtered data, you may want to consider using the API or data feed. Contact your account manager for more information regarding the data feed options.
For more information, see the documentation: