In Protect -> CSPM Library -> Checks, it lists the checks with a severity. There is a Severity and a Check Severity which are different. Reports cannot be filtered according to Check Severity.
This has been entered as an enhancement.
As a workaround, a check severity report can be run from the Dashboard.
1) Go to Dashboard icon on the left hand ask bar.
2) Go to All Dashboards. Click Import Dashboard on the right hand side, then Factory Default Dashboards.
3) Do a search for "Compliance Report (CIS Google Cloud Platform Foundation Benchmark v2.0.0)" and it has various widgets based on account, including check severity.