It's been broken for years.

I gave up on it a long time ago and just use the store page instead:
1. Go to the Browse all games page.
2. Check "Show only games on my wishlist" in the sidebar on the left.
3. Enjoy filters that actually work, including "Show only discounted" and a price range. You also get lots of filters not on the old wishlist page, like hiding or only showing DLC. It's mostly just Tags that are hit or miss, since many games in the store aren't properly tagged.