Filters generally can only remove non-soluble contaminates. They cannot remove soluble contaminants like food coloring. To filter out soluble containments you need to use a high pressure reverse osmosis system, or make the containments non-soluble (ie apply Ozone treatment). Some soluble contaminents can be removed using an actived charcoal filter, but it won’t remove all contaminates, and they need to be frequently replaced.
I don’t know the science involved here, but I do know that both Berkey and ProPur give a dye test for their filters in the respective manual and tell you to consider defective any filter that fails a properly done test, so I guess they must be confident enough that there’s something wrong with what you said. I’ve also seen both brands actually pass the dye test.