That's entirely normal, and it's an indication how "smart" the button is, because its behavior changes depending what you have selected.
- When you have a single gate selected, the button will read "Select parkings w/J in Gate", so it will UP-select all parkings WITH a jetway in the current terminal.
This means, if you click it, the next selection will contain only parking with jetways so, clicking it again, even if it's now named "Filter Parkings with no Jetways", won't change anything, since the selection you just made contained only parkings with jetways, so there's nothing left to filter out.
- When you have many gates selected, the button will be named "Filter Parkings with no Jetways" so, it will remove some parkings with NO jetways, assuming there ARE parkings with no jetways in the current selection.