pruning – Can I use blockfilterindex in pruned mode?

I run a node in pruned mode. I want to enable blockfilterindex. What I expected the node to do was:

  1. start downloading blocks from the very beginning;
  2. create the block filter as it goes through the blocks;
  3. only keep the last N MB of blocks stored.

What really happened was:

$ bitcoind -blockfilterindex -prune=550
Error: Prune mode is incompatible with -txindex.

I understand that it is not possible to enable block filtering without downloading all blocks, but why does it require storing all the blocks?