Hi Andrei,
Yes, I believe that is correct. Enscript overrides the input filter with the internal 'states' program, so if you try to use both at once I guess the input filter is just dropped.
This is mentioned in the man page, under the '-E, --highlight' section. Really it should be flagged up under the '--filter' option too, and the Texinfo docs could use some expansion on this point.
Kind regards,