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In "Categories" of the filters window, it can be selected things which composes its mass, such as Mass Exterior Wall, Mass Glazing, Mass Roof...
And these things can be clicked only after its mass become energy model.
I set up a filter rule of Mass Roof and applied it to V/G Filters of a view, but it did not displayed in Analyze Mass Model,
the same as Mass Exterior Wall, Mass Glazing.
Is it a bug??
I am not sure I understand exactly what you are seeing, but if you go to Massing & Site tab > Conceptual Mass panel in the view, is the display set to Show Mass by View Settings?