I think there is a Defect in Rally search...
I use the magnifying glass to search, for "file group" as an example, which lists Test Cases and Defects. I set WORK ITEM TYPE to "Defect" and OWNER to myself - this works correctly.
I then type in a new search, via the magnifying glass icon, which presents a new list with WORK ITEM TYPE and OWNER still set at the top in the filter but the results/list do not match those values as I also get Test Sets and for other Owners.