SYMPTOM:
Strategy Object Manager 9.0.1 introduces a new feature to allow Security Roles and Security Filters to be migrated along with User/User Group objects between metadatas. However, when a new security filter is created in one project and does not exist in the other, using object manager does not bring over the newly created security filter.
STEPS TO REPRODUCE:
Follow these steps to reproduce the issue in Strategy Tutorial.

CAUSE:
This is by design in Object Manager 9.x. The project security package does not include security filter and security role objects. The project security package only contains the links between users, projects, and security filter/roles
WORKAROUND:
To workaround this issue, the user can create another project package which included security filters and roles that need to be migrated before importing the project security package.