Ha ha, I am still trying to figure this one out. It's like, why does the bass in this song sound great in my headphones, but I can't get my amp to sound like that!
Filtering below a frequency doesn't completely eliminate those frequencies.
Filters begin to roll off at the cutoff frequency, starting with no cut, and gradually cutting more as you go down. They roll off at a rate usually in the filter's name.
So a -12dB/Oct rolloff means you set the cutoff to 80Hz, and for every octave below that, you lose 12dB:
80Hz : 0dB reduction
40Hz : 12dB reduction
20Hz : 24dB reductio
and so on down the frequency spectrum.
(This is ignoring any resonant peaks that might exist at the cutoff frequency for ease of understanding.)
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As to why your bass amp and bass in a song in your headphones sound different, it's because everything about them is different. This is why tone-chasing is a fool's errand and close enough should usually be good enough in most cases.
1 - Bass cabinets pumping out sound waves into the air and headphones injecting sound directly into your ear are always going to sound different.
2 - What you hear in the recorded bass probably isn't a bassist's rig. It's their bass played by them, into their signal chain, into a DI, maybe the cab mic'd and through a mic-pre too which both impart some tone, through some sort of channel preamp, through whatever onboard gear the studio might be running it through, through whatever plugins it might be run through as inserts (in series with the signal) or through returns (in parallel), adjusted for a mix, in a mix, then mastered, through whatever audio system you're using to play back that song.
You bass amp will sound like you playing your bass through your signal chain through your amp/cab in your room. It'll never sound exactly the same as in the mixed and mastered song, and a mixed and mastered song will never sound the same as you playing through your amp. It won't even sound exactly the same if the bassist from the recording was playing through their rig.