A list is displaying secondary BDC field of both string and decimal types. For some reason the string types do not allow filtering on the field from the list toolbar dropdown, the decimal types do allow filtering. Strangely enough, another library in the same site collection (so with the same BDC definition) does allow filtering on some string type BDC fields, but not on all fields.
I also noticed that the fields / columns that do not allow in place filtering are also not available in a calculated column.