Answer
Double-check that you're actually calling the specific API function you intend, and not a similarly-named one with different scope — for example, a 'Create Consolidated Pick List for Customer Orders' function and a 'Create Consolidated Pick List for Shipment (CO)' function sound close enough to select the wrong one by mistake, and they don't necessarily respect a site filter the same way. Confirming the exact API function name against its actual documented parameters (rather than assuming from the name alone) is often the real cause of a site-filter parameter appearing to be ignored.