Add the Filter (Advanced Filter) slicer (top right corner) when looking up a field via "Select from full list". This allows full filtering in BC, regardless of how you access a list page.

For example, on a Sales Order, looking up into the Item list (via "Select from full list") brings up the item list, but does not allow you to use the "Filter List By" functionality (there is no filter slicer in the top right corner), there is only the ability to filter based on the columns that are visible.

This was a great feature of the old NAV client and is missing in BC