Not sure if it is expected, but to me it feels more natural that the category count would respect the filters.
Hi and welcome to the Testiny forum!
You are right, the test case count on the folders/categories does not reflect the test cases matching the current filter, but the total amount of test cases within that folder.
We analyzed your request and unfortunately, this is not an easy change without a possible impact on performance (because one would need to refresh the counts including the filter on every filter change), so it’s rather a feature than a small bug fix 
I added this feature request to our backlog for prioritizing. If anyone else reads this and needs this feature, please leave an upvote or a comment. Thank you!
Best Regards,
Alex