When I access Movies in the pop up menu and apply a filter.. 4K or Favorites (I don't have any movies with those tags), I get the expected message: "No items were found in the library for this selection." However, I'm not finding a way to clear the filter and return to the full list — I have to force-close the app and reopen it.
I can reproduce your issue. However, if you enable Enhanced Library in Settings>Library, then pressing the back button works correctly to get back to all movies.
This appears to be a bug/issue when Enhanced Library is off.