I've got a board that uses a saved filter. When I clicked the "Active sprints" icon in the left-hand sidebar, the first x issues have their tasks indented below them, as desired. But a whole bunch of additional issues appear at the bottom under "Other Issues" without their subtasks displayed. If I click on one of those unexpanded issues, JIRA displayS in the right-hand Details sidebar and under Sub-Tasks I see "n subtask[s] (is|are) being filtered by the board's Saved Filter."
So far as I can tell, there's nothing in my saved filter that limits the number of issues displayed or would affect whether subtasks should be displayed.
My saved filter's query:
component in (<component value>) AND project in ("<project name>") AND type not in (Theme) ORDER BY Rank ASC