They do, but actually that is all about filling it. I either tip my model while filling a new fuel system, both to purge the hopper tank completely of air and when I prime the fuel filter first time. If the filter is vertical all the air goes. Actually a lot of my installations have enough tube so I can unclip the filter and rotate it vertical just while I prime/fill it.
In flight the filter is every angle possible, so I never worry, the filter gets mounted at whatever angle suits the install set up, or sometimes no clips if that works out best.