Well, let's talk about colour filtration. The visible spectrum consists of all the colors of the rainbow: Red, orange, yellow, green, blue, and indigo + violet. Glowing filaments produce a whole lot of light in the red-orange-yellow-green wavelengths, and relatively little light in the blue-violet wavelengths. To put very rough numbers on the matter, a middle-of-spec 9006 bulb operating at 12.8v produces 1000 lumens, of which approximately 250 are red, 250 are orange, 250 are yellow, 175 are green, 50 are blue and 25 are violet.
Now, suppose you want to add a filter to the glass that makes the light look bluer/colder. How does it do that? Well, there's no such thing as a filter that adds light into the beam passing through it -- filters can only suppress light, not add it. So if we can't add green-blue-violet light, then the only way to get the light to look colder is to suppress green-blue-violet's opposites, which are red-orange-yellow. If we want the light to look, let's say, 20% colder, we suppress red-orange-yellow by 20%. Looking up above, we see that we've got a total of 750 lumens' worth of red, orange and yellow. So, cutting this by 20% leaves 600 lumens, plus essentially all of the bulb's original green-blue-violet output of 250 lumens, so we've now got a bulb that produces light that looks 20% colder and produces 850 lumens.
Now, 850 lumens happens to be the minimum legal output for a 9006 (which has a spec of 1000 lumens, ± 15%). Unless we're an evil fly-by-night company that really doesn't care about quality and legality, we can't produce a bulb that produces only the bare minimum of light, because half our production will be 849 lumens or less just on account of the variances encountered in mass production. So, we have to put in a high-luminance filament to try to counteract some of the filtering losses, but we still have to come in under the max-allowable-wattage spec in DOT or ECE regulations.
So, let's say we build our 9006 with a high-zoot filament that produces 1200 lumens. That's too much for a legal 9006, but we're going to block some of those lumens with our coloured filter (blue glass). This 1200-lumen filament produces, let's say, 300 lumens red, 300 lumens orange, 300 lumens yellow, 210 lumens green, 60 lumens blue and 30 lumens violet. Now we put that same blue glass over it, which suppresses red-orange-yellow by 20%. Now we've got 720 lumens' worth of red-orange-yellow after filtration, plus 300 lumens' worth of green-blue-violet. That gives us a 910-lumen bulb, which is enough above the 850-lumen legal minimum that we can run the bulb and even if some filaments only produce 1150 lumens instead of 1200, we're still legally OK. Of course, we still only have 910 lumens instead of 1000, and our 1200-lumen filament is going to have a significantly shorter life than a 1000-lumen filament, but we've got our colder/bluer light appearance in a legal bulb.
By now you probably see why filtering for yellow does not significantly reduce light output: Take our 1000-lumen 9006 as broken down by colour output above. No such thing as a filter that adds extra yellow light, so we have to get our yellow by suppressing blue-violet (the particular yellow that yellow headlamp/foglamp bulbs produce, called "selective yellow" and described above, contains all the green found in white light. If we took out green, we'd have a turn signal type of amber-orange light.) OK, then, let's cut blue-violet by 80%. That means we've got our 925 lumens' worth of red-orange-yellow-green, plus 15 lumens' worth of blue-violet (after filtration). Total: 940 lumens. MUCH smaller loss! OK, so we put in a very slightly better filament, say one that produces 1060 lumens, and now we've got 980 lumens' worth of red-orange-yellow-green, plus 16 lumens' worth of blue-violet (after filtration) for a total of 996 lumens, which is for all intents and purposes identical to our original 1000-lumen uncoloured bulb (a parking lamp bulb puts out as few as 30 lumens).