The search fields are connected to the domainmodel. So for your enum dropdown you selected riskpolicy/enumattribute. The selections you can therefore see in the enum search field are those that are available on the associated record (be it distinct). This works differently from selecting an enum attribute as search field from the base entity, then the search field will show the different options for the enum. The work around would be to define your enumeration values in a separate entity and use this data as the enum on the associated entity and user the relation riskpolicy/risk/enumentity_risk/enumentity/attribute for the search field on your policy overview.
I agree that this is a strange inconsistency and would suggest filing a ticket for this with support and use the described work around in the mean time.
To clarify: You're using the default dropdown search from the Grid View to filter a selection of entities? It should show you all available filter options. Can you check whether all enums that you want to see actually have an association to at least one of the objects in your grid? I don't really have time to test this, but it would not surprise me if the filter options shown are derived from what it retrieved via the objects in your grid.
If I misinterpreted your question, let me know, and I'll see if I can help you further :)