Confirming the confirm (Michael), I’m seeing the same behavior, the select menu does not update the proper query string for new_user_approve_filter, to the user list isn’t filtering.
What’s interesting though for me, the duplicated filter at the bottom of the list of users DOES work. Curious.
I also tried deactivating all other plugins and activate a default theme, to no avail.
Just noting that this issue still exists, I had the same conflict which brought me here. Plugin is still loading jquery (1.10) externally. Used a similar workaround.