What you show in this video would be a great improvement in relation to what we have today, specially if it permits setting up complex filtering rules. However, for the case of simply showing a dropdown menu to filter on a single column, I wonder why going through all that instead of just giving a “filter” option in the menu that shows when we left-click on the column headers. That would by default make it super easy to filter by any column.
Also, filtering when Ctrl + clicking on a value would probably be easy to implement and a huge quality of life improvement.