Yes, our organization uses both Power BI Service and Power BI Report Server, so we run both versions of Desktop in tandem. It's not uncommon for us to have reports authored in the cloud edition be published to the on-prem report server. However, I did not expect Desktop and the Report Server to actually render the new filter pane. To me, that is why this should be considered an issue -- the tools are rendering a feature that is not supported. I think other users who run hybrid environments like ours will encounter this same issue, so I at least want Microsoft to be aware of it.
Yes, sorry, to be clear, I do appreciate you raising the issue and I'll file a bug internally to address the issue for subsequent releases.