welcome to the forum :)
This is not an error; the ‘fishes’ filter is for ray-finned fishes, i.e., the class Actinopterygii, whereas sharks + rays are a class of their own, Elasmobranchii.
Those preset filters are not designed to be exhaustive, they’re meant to represent ‘iconic’ taxa, i.e. the ‘most famous’ coarse groupings. There are, however, a number of requests for other taxa to be included in these presets, e.g., this and this.