I have not configured inbound filters by error message, yet the graph shows many events "Filtered by Error message".

If the default settings for "Filter out hydration errors" or "Filter out ChunkLoadError(s)" are set in the project (enabled by default) this will contribute to the "filtered by error message" reason in the chart on the inbound filters page.
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For reference, these filters appear in their default state in UI as pictured below:
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It is not possible to disambiguate the number of events filtered out by Custom Filters by Error Message, filtered out hydration errors and filtered out ChunkLoadError(s).