Setting the filter for ajax queries in the class Filters does not work

The documentation says that you can customize filters for specific requests (post, get, put etc) class - Filters property - $methods. It is also said that you can do the same for ajax queries and from the console query by setting the key ajax or cli.
But this does not work for the ajax key, I get into the filter if I put the post key. HTTP header 'X-Requested-With': 'XMLHttpRequest' avalaible. isAjax() return true.
What could be the problem?