After turning on the filtering bridge option, I observe the same
behaviour of the traffic shping, e.g. delay on inbout pipes is applied
whereas on outbound pipes it is not.
The good news is that shaping of incoming traffic in filtered bridging
mode is working like un non-filtering bridged mode. The bad news is that
in both non-filtering and filtering mode, shaping on outgoing traffic
apparently does not work at all.