When using a query that returns fixed values, like Yes/No, the filter is not suggesting any of those fixed values.
For example,
SELECT DWH_INV_PROJECT.INVESTMENT_KEY, ( CASE WHEN DWH_INV_PROJECT.SOME_ATTRIBUTE = '1' THEN 'Yes' ELSE 'No' END ) YES_NOFROM DWH_INV_PROJECT
When filtering by YES_NO, the filter offers Contains (somestring), Is Empty, Is Not Empty, Is Equal To (somestring) and Is Not Equal To (somestring). However, it does not allow to filter by pre-suggested Yes/No options.
Clarity 16.4.1
YES_NO as returned by the query is a String attribute, so the attribute filters like any other String.
A Lookup attribute from an Object (not a Query) can show those options in the filter, so you may consider storing the data in that attribute (and joining the object with the query).