The filter new users only filters a new user for the first few days they're on this site. If they're legit, they'll keep on posting. Since most spammers seem to only post once or twice and then fade into the nethers, the filter new user tool works great for them.
People who don't have usernames see everything that shows up on global. New users. Spam posts. Everything. You have to have an account that's filtered. As coffeesp00ns pointed out though, if enough people filter or block a certain user, no one, not even unregistered users, will see their posts unless they follow them specifically.