I have called Apple Support numerous times on a similar issue. A really nice guy from the US is trying to help at the moment. Basically I have always used the USB cord to import photos and videos from my iPhone to the PC. I use a Surface Pro (full version, not RT) and in the past ALL of my photos have appeared as they were taken with the filters.
I'm not even sure when it started but now when I import my photos and videos any photos I have taken using a filter this happens; they show up as a JPG file named for example 'image_123' and then next to this file is another file called 'image_123.aae' which in file explorer appears blank. The JPEG file is an unfiltered photo. The filter effect is lost! I am desperate to get this sorted as I can see photos on my phone which are filtered but they simply won't import as they appear on the phone. To make matters worse, for some reason iCloud is showing 1700 photos when on my phone I have over 7000. Tech guy is baffled too. If I could at least get them to sync into iCloud I could grab them there (in iCloud my photos DO show with the filters). I must say, even if I could get this to work, the idea of rifling through thousands of photos of tiny thumbnails on iCloud to pick which ones to download, makes my brain hurt.
All of these work arounds, to me, seem completely insane. My suspicion is that the 'optimise photos' function on the iphone (which gets the iphone to store a smaller version of your picture to save space but downloads the full version onto iCloud) is the cause of the problem but I'm not sure.
If I get a solution I will be sure to share it!