The Privacy Options (that let you choose what you show to your friends on the friend feed) doesn't seem to be linked. The only links when pressing "Filter Options" are "Friend Feed" which takes you to your friend feed, and "Filter Options" which lets you choose what you see from your friends.

I had to find the news article (https://subeta.net/news/8432) from when the Friend Feed was released to find the Privacy Options.

Also my Achievement Gains don't show, even though I've always had them checked to show. Seems like only my Token Shop purchases, and when I change a pet show on the feed.