When using filters in "Jira Cloud for Microsoft Teams" integration, the status dropdown field contains all of the supported statuses in the site, and not just the statuses that are relevant to the specific project or issues that the filter is looking at. To remove the from the dropdown, they must be removed from the site configuration of statuses.

Customers have therefore expressed an option to add a filter of sorts in for the Status field, to show only statuses in a filter that are relevant to the filter or project.