The behavior I observed is that if I just click on the magnifying glass without any search terms, it returns a list of results without the dropdown filters (although you can still sort on the columns). But if I enter a term to search, the dropdown filter does appear.
We also faced this issue, but after accessing path PegaButton->System->Settings->Search and doing Re-Index for all the 3 i.e Rules,Data, Work and ticking Enable Indexing and Submitting it. Issue got fixed. Thanks.