When you select a Gas Filter, the Filter Outputs panel opens, with a Filtered Gas Output sub-panel.
If this is a newly created Gas Filter, there is no element actually selected. Unfortunately, if you've already opened the Filter Outputs panel before during this play session, for a different filter, then the Filtered Gas Output list shows the old element selected! This is confusing and can lead to a player thinking that a gas filter is ready for action when it's actually not.
This is illustrated in the attached screenshot. Note that there are three different conflicting indications in that panel; it appears that Oxygen, Natural Gas, or "No element selected" could all be the actual selection. If the player is looking at the panel instead of reading the (smaller, unhighlighted) text above, they will be confused.
Select a gas filter. Build a different gas filter. Click on the second filter.