R2 made a change to search scopes that I wasn’t particularly happy with – in fact as far as I’m concerned they broke search. The Advanced Filter was offered as a way to restore old functionality, however that introduced two new bugs – clicking search with nothing in the search box returned nothing (listed here as a known problem) and  clicking Advanced Search with nothing in the search box gives you a bunch of unusable filters you have to delete.
Instead of setting the Advanced Filter like this (as per the documentation):
/ManagementPolicyRule[contains(DisplayName, '%SEARCH_TERM_STRING%')]
you set it like this:
/ManagementPolicyRule[starts-with(DisplayName, '%%SEARCH_TERM_STRING%')]
Note there is a double % there. We are basically using the first % as a wildcard, giving us a “contains” functionality. An empty string is now effectively a wildcard, giving us all objects as we would expect.