Comentario oficial
I'm going to close this topic and direct you to this one, where I have a ticket open with the engineers.
Their official answer is:
Since DJM-900NXS is specifically designed to be used in clubs with large speakers, the level is subtly and gradually increased when turning up the knob. These features are quite different from the behaviors of DJM-900NXS. This is why this user does not hear the effect from the headphone until about 1-2 o'clock. However, the effect sound would be heard from large speakers at clubs.
As you also have a parameter knob, you have the ability to further control the filter's sound.