I found that the file I am using has repeated vertices. The cubes of my shape share no point with other cubes. As vtkGeometryFilter works with point IDs and not with the underlying point coordinates, it can not filter anything 
I haven’t found yet a way to tell VTK to merge repeated points in a dataset. I will confirm the above as soon as I find a way to do so.
Applying vtkGeometryFilter on a collection of hexahedron having shared vertices works.