In other words, your filters will only work on messages you actually download.
As I understand it (and that is usually vague and confused), POP accounts simply push any messages to you as soon as you log in and then deletes them from that server. IMAP simply shows you what's on the server but only downloads what you ask for. And it only deletes messages based on setting you have made (never ever, after downloading, every 26.8 days, after viewing more than 23 times, etc.). Messages will remain on the server no matter what you filters might do with them once they are downloaded, at least if the filters are only on your machine.
That's my story, anyway, and I'm not interested in corrections, added details or the truth!