Hi @Onjai ,
I think because the creation of the data filter is not 'logged' it is not accessible to the Workflow Builder to record into the steps. That being said, if you have the rows selected with the filter, you can click onto the data table then apply the change to the row state manually (i.e. Row hide and exclude) and this will be recorded in the WB.
For example if I use the Tablet Production sample data set and want to filter (and exclude) by API Particle size, I can get the data filter ready with 'Select' ticked:

Then I can choose my selection (at this point the WB does not record any actions):

I can then apply a change to the row states manually (in this case hide and exclude):

And then it appears as a step in the WB:

Hope that helps!
Thanks,
Ben
“All models are wrong, but some are useful”