I've seen this issue mentioned once or twice elsewhere, but always as part of a larger issue that has been closed.
The filter bar inexplicably doesn't do anything when you view your albums. In every other tab, it works as expected (although in slightly different ways on different pages, which is a little jarring). For people like me who have a lot of saved albums that make it difficult to scroll through, not being able to filter by say artist makes it more difficult to find the music we're looking for (and it's especially frustrating that a filter bar is present, just impotent).
The attached screenshot shows the album view with text entered in the filter bar (and 'Enter' pressed), without filtering out albums that are completely unrelated to the text (or any albums at all).
Thanks for your patience while we looked into this issue.
We’re happy to say that this should now be fixed for everyone! Make sure your app is updated to the latest version.
If you're still having trouble, make sure to post a new thread in the relevant help board here.