Ok, it appears I suffered from noob-ism. (Ok, I still suffer from noob-ism, but this is one step in the right direction…)
I had been using the ‘Blog’ page template. When I changed the page template to the ‘Default’ template, the filter started working correctly. (I like the layout of the ‘Blog’ template, so perhaps a custom template is in order?)
Anyway, the filter is in fact working, when I use the Default template.