Is the filter on the pressure side of the pump or the suction side? What you are discribing may be a normal condition. I have seen filters on the pressure side of the fuel pump that when the engine was running were not full. I don't know why this happens but if it bugs you, run a fuel pressure test. If it has good pressure and good flow when the line is removed, put a metal filter on it so you cant see the empty filter.

I didn't do it, no one saw me do it, you can't prove anything! "Bart Simpson"