Just a heads up - we’ve been looking at improving this component. There is some unexpected behavior in certain scenarios as it stands that will require a change in core before we can update the component. In addition to fixing some buggy behavior, the plan is to move it to a drop down toggle that’s similar to the category/tag drop you would find on topic lists.
If you still want to use it right away, I would check your the theme settings for the component. If there is a / listed in the exclusions list, try removing it.