Whether or not a filter is applied in a report created from a table or query depends on how the object was created. Try this exercise:
In the Database window, open the tblCustomers table and briefly review the data.
In the State column, select any CA value.
Right-click and choose Filter by Selection.
Close the table and click Yes to save your layout changes.
With tblCustomers selected in the Database window, choose Insert, AutoReport.
Scroll through the report by using the Next Page navigation button. The report has data from both California and non-California companies.
Choose File, Save As; save the report as rptAllCustomers and close it.
Open the tblCustomers table.
Click Apply Filter. Because you saved ...