The visualizer can't seem to find the way back through a splitter that is filtered. Forward through a filtered splitter is obviously not possible, since we don't know if an item will really go there, but backwards is doable.

Blueprint: 0eNqVktFOwzAMRf/Fz9lEQ7Nu+ZUJTe1mhqU2iRIXUVX9d5wVoWkVUB7y4MT3XDv2CE3bY4jkGOwIdPYugT2OkOjq6jbf8RAQLBBjBwpc3eWIY+1S8JE3DbYMkwJyF/wAW0zqT3EKLTFjvJPp6UUBOiYmnAu4BcPJ9V0jmbb4yVpB8Elk3mU/QZVbo2AQxWFrxOBCEc/zs861PXD1aq75F/d52e2CuPsi6qcHnoJXarNEfi56t/ERRe17Dj2fZFg+ipU8Rrq+5c9fuJeru6q+a1jTlVnN3f/ClVHfFsLeLZ+Cd4xpTtgXZXXQ1c7IKapp+gSS/9/d

This is intentional, when you highlight without holding an item it follows the non-filtered side for everything.
With filter splitters, there is no winning when it comes to picking the right behavior, so I picked the one that made the most sense in contrast to the cursor item holding feature.

But when going backwards through a filtered splitter, there is only one way it could have come from. Or am I missing something?

Correct, but it's not necessarily where the item came from. items could be sideloaded on, or inserters could be putting items on, so it's not necessarily the only input for that belt.

That's not different from normal belts though, their items could also come from inserters from the side. But the visualizer shows all belts backwards, right?
I mean, when there is a filtered splitter outputting on this belt, I assume there is items coming from there. And those I want to follow as well.

Sometimes people use filter splitters as a "don't put items through here" using a fish, deconstruction planner, or other extremely uncommon item and it wouldn't make sense to go back through those. Normal filters also kind of do that, but I guess I could switch it to going through, and if people don't want it to they can hold an item different from their blacklist filter.

I've never seen that before, why not just leave a space? I do think that change makes sense, more often than not you do care about the items from a filtered splitter.