By defauft the DDoS filter applies a default Zone + filter what allows all possible TCP and UDP ports. When you add a specific filter all TCP and UDP pots are closed exept the ports you really need, and the filter expect only those ports to be used. For an example: when adding a website only filter, all TCP and UDP ports will be closed and only port 80 and 443 will be opened, and the DDoS filter will only expect only website (http and https) traffic.

By this normal internet traffic from your hardware to the internet will not work because it needs other (random) source and destination ports to transver return traffic. A way to have internet connection is to add 2nd ip to your hardware. Another knowledge base article explains more.