@Alon Golombek Thank you for reaching out to us, as per our documentation - https://learn.microsoft.com/en-us/rest/api/defenderforcloud/alerts/list?view=rest-defenderforcloud-2022-01-01&tabs=HTTP we don't have $filter parameter mentioned otherwise it would have been documented.
For example, if you see this doc - https://learn.microsoft.com/en-us/rest/api/monitor/metrics/list?view=rest-monitor-2023-10-01&tabs=HTTP for Azure monitor, we clearly mentioned over here $filter can be used.
Let me know if you have any further questions, feel free to post back.