You add or remove a filter for one of your subscriptions part way through the day. The next morning you receive your Daily Email, and notice that the change you made has not yet taken effect. You are still seeing messages that you have excluded, (or still not seeing messages that you've included, as the case may be).
To understand this behaviour, you need to know that your Daily Email is built throughout the day, and not at a single point in time. As messages enter the database, they are checked against your subscriptions. If a message matches the filters that are in place at the time, the message will be added to a list that will be used to generate your Daily Email message for that subscription in the morning. That list does not change when you change your filters.
So you can see that if you add a filter to exclude some messages in the middle of the day, any messages that entered the database before you added the filter are already in the list. You will receive them in your Daily Email for that subscrption the next day, regardless of subsequent filter changes. It will seem that your new exclude filter did not take effect, but if you look closely, you'll see that it did, but only after the point when you added it.