Hello Martin,
A form filter only applies to the record being loaded on the form. If you open a form directly (eg. without record), it opens a new record, so there is nothing to filter.
To achieve your goal, you can run a frontend function after form load. This function would need to figure out, what the user record is and then navigate to the same form but with a record to load. In order to avoid an infinite loop, the function should only run if the form opens without a record.
To figure out, what the user record is, you could read from a collection that filters for the user record. Or create a backend function that returns the user record, which is then called from the frontend function. It is a bit tricky to do, but all doable with standard tools.