This is not any Bug etc.. you need to understand what WFA filters are and how they work. At least bascis. Filter queries run locally on WFA DB. In your query, you are giving DB name which is in OCI DB. Giving the DB(dictionary ) name which is in WFA. It will work.
If this post resolved your issue, help others by selecting ACCEPT AS SOLUTION or adding a KUDO.
WFA has readonly databases that is pulls from OCUM/DFM, but it does not have OCI as a datasource.
Therefore when you try to pull information from WFA, it does not connect to the OCI datawarehouse.
In order to connect to the OCI datawarehouse and run a query, you need some powershell code. The following code can retrieve your query, just paste it on a new command, it will write the results on c:\temp\ocitest.csv