Description

A work item appears even the current filters applied should effectively hides it.

Solution

There is a particular situation which could make that happen. Let's take the following work item hierarchy:

Product Backlog Item 
      |
      +----- Bug
              |
              +----- Task

Now, no matter what the current filters are, if the Product Backlog Item and the Task are set to appear, the bug will always be visible, even if the query should effectively ignore this work item. This is a known issue (feature?) of the work item hierarchical queries in Team Foundation Server.