"exclude" filter doesn't seem to include rows with missing values

In order to get my download sizes under 5% (when downloading data from the Attom Tax Assessor dataset), I was previously using the filter for "MSANAME". However, when I use the exclude filter, it seems to ignore the MSA's I've listed (desired), but also ignore rows that are missing an MSANAME value (not desired, because I'm trying to get a complete universe of data). This either seems like a bug, or like a quirk that is not discussed anywhere, and could lead to incomplete datasets being downloaded. It seems intuitive to me that N/A values should be included when performing an 'exclude X value' filter, or to allow the inclusion/exclusion of N/A values as an additional filter. Is this something that can be addressed?