Why are messages from friends not filtered?

By default "Do not filter text from my Steam Friends" is enabled in Steam Chat Filtering Settings.

Steam Chat Filtering Settings

Unturned uses Steam Chat Filtering which can be additionally configured in Steam settings.
You can find these settings either from this link:

https://store.steampowered.com/account/preferences#CommunityContentPreferences

Or from:

1. In the upper-left of the Steam window click the Steam dropdown
2. Click the Settings dropdown item
3. Select the In-Game tab
4. Click the Change Chat Filtering Preferences link