The script tells the whole story. Despite the fact that you typed in “Dan” and Power Query showed you all FirstNames that has “Dan” in it. the script still use equity filters for every individual FirstName. For this data set there won’t be any issue obviously, because all FirstNames with “Dan” is already selected. However if new data rows coming in to this table in the future, and they have records with FirstNames that are not one of these values, for example Dandy, it won’t be picked! As a result the filter won’t work exactly as you expect. That’s why I say this is misleading.
Read on for notes on how to put the Contains operator to good use.