When filtering for "membership is not" x, the result contains people who have a membership, and that membership is not x. There isn't a way to filter for all people except people with membership x. The only way to achieve this is by filtering for "is not on list". Adding this option would help customers better target and avoid a lot of confusion and mistakes.
The request here is for a filter that can search for All Non-Members; while this is something on our radar to consider for future development.