OOTB "Approval Status" Column - Not able to filter in Document Library view

I have enabled the content Approval for my document library and now i have around 100 documents which are in different states such as approved,pending,rejected,Draft.

when i tried to filter the "Approval Status" column with more than one value selected , it show like "WE DIDN'T FIND ANYTHING TO SHOW HERE" . Approval Status column filter works only when i select single value not with multiple value?

Any idea Why it is not supporting multiple filter?