Did you ever find a good answer for this one? Love to see it here in the community!
I think this is the reason but feel free to correct me if I'm wrong:
The CU Filter tool, added to Designer in 10.0, is a powerful tool that was intended to replace the functionality provided by the Designer CU tab selection process used in earlier versions. 10.X users who continue to use the CU tab for selection of CUs should understand that, in this "hybrid" environment, not all of the CU Filter functionality is supported. In particular, the code that inhibits use of Critical CUs in a design is effectively bypassed when the CUs are selected from the CU tab. To avoid this and similar issues, 10.X clients should be encouraged to wean their Designer users away from using the CU tab.
You've nailed it, Josh. I tested your hypothesis using the Sample Data on 10.2.1 and verified that the behavior is as you described.
In addition to the convenience and efficiency advantages of using the CU Filter rather than the Table of Contents CU tab while working in Designer,
there is the advantage that the CU Filter will prevent the use of potentially dangerous equipment in a new design.