As the RWS documentation stated:

Generate list of filtered segments

Export the filtered segments to open them separately in the Editor view. For example, after filtering out all translated segments you can generate an .SDLXLIFF file and send out for translation only the remaining segments. The Advanced Display filter does not support exporting segments from virtually merged files.

However, I found it didn't work as expected. I have been working on large projects, each contains hundreds of files. I'm trying to filter all the untranslated first occurrences across all files by using Advanced Display Filter 2.0 which works as expected. However, when I use the "Generate" button to export to .sdlxliff file, it exported the original complete file, meaning all segments in the current file were exported, rather than only the filtered/remaining segments. 

Did I do anything wrong? Or is it that the Advanced Display Filter is NOT working as expected?