Normally, the KEY DOPESHEET shortcut CTRL
+SHIFT
+L
, will add keys where the dopesheet time cursor is, for all keyed items visible in the dopesheet, excluding anything that didn't already have a key. This is useful for when you need your skeleton to hold a pose, or sometimes when you need to copy a pose from one animation to another animation.
When filtering is enabled, the Key Dopesheet shortcut will likewise only key the visible dopesheet items, which means it also excludes other key types and anything that's not selected/not visible in the dopesheet.
At least that's how it works in 3.7. I'm not sure if the latter behavior was introduced from the start.