My wife and I have both had this problem since iOS8. We've got iPhone 5s, MacBook Pro Retinas, and all software is up-to-date. The filters transferred fine with iOS7. After spending 3 hours on the phone with Apple tech support, they revealed that there is no fix for this at this time. We were encouraged to send Apple feedback (I thought that's what we were doing, in addition to trying to find a fix).
Did I mention that every time I've brought it up with Apple I've been told, "hmm, I've never heard of this issue before." Right.
In short, there are two reliable albeit cumbersome workarounds:
1) Email them to yourself using the Mail app (which we all agree is BS).
2) AirDrop them to yourself (from your iOS to OS X device, unless you experience THAT OTHER glitch where devices don't see each other, which incidentally I do, but that's another thread).
The problem with AirDropping them is that, when it works, it renames the file to "FullSizeRender[1]", "FullSizeRender[2]", etc., meaning you'll need to manually rename your files later as "IMG_xxxx", etc., to get them back in sequence with the rest of your photo stream. So, more time wasted.
I think it's pretty clear that Apple is aware of this issue but doesn't see it as a priority. Like the Apple tech support told us, send feedback to Apple, and hopefully they'll acknowledge it and fix it in an update.
It's really rotten because we feel cheated and disrespected, so we intend to shop around next time we're in the market for a new phone.
