In MOST cases, yes, the filter should be (and stay) full during successful operation. Your tractor has an electric fuel pump so in theory it should almost be a self priming fuel system. It doesn't always work that way. Reading the instructions you are apparently following, it doesn't mention the pump. If I were doing it, I would open the filter bleed and let gravity fill the filter. close that, open the injection pump bleed and turn the key (and electric pump) on until air free fuel flows there. Close the bleeder and move on.
Is the engine starting and running currently, or are still in the "bleed it out and get it running again" situation? Your original symptoms indicate a fuel flow problem. It could be the filter was the issue and you just haven't finished bleeding yet. Could also be a supply from tank issue which you haven't gotten to yet. This can also contribute to a partially filled filter because the electric pump is pulling fuel out of the filter faster than the supply from the tank can provide.