On my RC page, I have all Wikidata results despite I don't filter them (URL). I haven't checked the " Show Wikidata edits in recent changes" option in my preferences.
If the "Wikidata edits" option is not selected, I expect to have no Wikidata results in my list of results.
May be related to T159787: Add Wikidata to new RC Filters UI or T46874: [Epic] Full support for wikibase edits in enhanced changes format ("Group changes by page in recent changes and watchlist" [usenewrc])