At the moment, the first column ignores the milestone provided in the filter.
This makes it very confusing and misleading to use the board view of the filter. Take a simple example: we want to build a kanban board for a given milestone, say v1.5. So we make filter with to settings: view=board, and milestone=v1.5. However, when we go to the filter "Milestone v1.5 board", we see all the open/untriaged issues in the first column. This makes it very difficult for us to scope our work.
Is it possible for you to do a simple toggle in the project setting for "filter untriaged with Milestone"? Envisioning the code that goes into this, this should be fairly simple to implement and shouldn't break anyone's workflow.