It Is Known
That when you use filtered indexes, they get ignored when your queries are parameterized. This is a Plan Caching Thing©, of course. The simplest example is a bit column with a filtered index. If your index is on WHERE Bit = 1, it doesn’t have data for WHERE Bit = 0. That index would only be suitable for one variation of the query, so caching a plan that uses an index which can’t be reused for every variation isn’t feasible.
Read on for a couple examples, and check the comments on this as well.