Filters are not used when viewing a file resource in a course or a file field in database activity.
Rendering is hard coded to use the core_media_renderer (e.g. in https://github.com/moodle/moodle/blob/master/mod/resource/locallib.php#L78)

The developer documentation says "Filters are applied to all text that is printed with the output functions format_text(), [...]" (https://docs.moodle.org/dev/Filters#Trying_out_your_filter). But I can't find such an information in the user documentation.

Anyway I think it would be nice to apply filters to every content (within files). Maybe this is more like a feature request then a bug. But until the behavior of filters is not clearly documented users might believe this is bug (e.g. https://github.com/lucisgit/moodle-filter_jwplayer/issues/2)