The answer to 'why is my air filter not heating' is that your air filter is not designed to heat up. The air filter's primary function is to trap airborne particles and contaminants, not to generate heat. If you are expecting your air filter to provide heating, this is a common misconception. Air filters are a critical component of your HVAC system, but they do not have any heating capabilities.
The heating in your home comes from the furnace or other heating appliance, not the air filter. The air filter is simply responsible for cleaning the air that circulates through your HVAC system. If you are experiencing issues with your home's heating, it's best to have a professional HVAC technician inspect your furnace or other heating equipment to diagnose and resolve the problem.