As discussed, I investigated further on this issue and it does look to be a Bug hence I am submitting this to our Engineering Team for further investigation.
Also, this issue only occurs when using a Filter. If you do not select any specific city and get a list of Cities it works fine and the data is returned as expected. Hence, you can use this as an option meanwhile this Bug gets fixed.
I would share an update as soon as I have more information available regarding the same.