There is an implicit join of the list being done when the regular expression is being compiled. This is using the $", dollar-double-quote, variable as the separator character, which defaults to a space. So, the character class that is used in the substitution contains a space, and therefor spaces are removed. Better for oneself to do the join:
use re 'debug'; # shows whats-what
my $id='TEST TEST';
my $filename_filter_joined = join '',@filename_filter;
#empty separator character
$id =~ s/[$filename_filter_joined]//g;
Compiling REx "[*|<>?/]"
1: ANYOF[*/<>?|] (12)
12: END (0)
stclass ANYOF[*/<>?|] minlen 1
Matching REx "[*|<>?/]" against "TEST TEST"
Matching stclass ANYOF[*/<>?|] against "TEST TEST" (9 chars)
Contradicts stclass... [regexec_flags]
Freeing REx: "[*|<>?/]"
Good luck. -c