[Exim] using the fail command in user filters

I've got a redirect router, which has allow_filter and allow_fail set.
However, if I test my filter file, I get the error:

Filter error: filtering command "fail" is disabled: near line 2 of
filter file

My filter file looks like this:

#Exim filter
if $h_to:,$h_cc: contains me@??? then fail endif
save Maildir/.folder/

I thought setting allow_fail in the router was supposed to allow the
fail command in a filter. Have I misinterpreted the documentation?