I cannot get this to work either. Even after testing multiple different ways of doing it. It does not auto assign the ticket to the user.
Actually, I did get it to work by setting the filter to:
Addressee NOT EQUAL TO support@domain.com
Since I only have a single e-mail address that any tickets would end up at, I think it would probably work for me, but obviously something seems wrong.
The only issue I've found so far is that Ticket assignment notification must be enabled for Staff to receive email.