Why filters & shortcodes are not working at all in Ajax?

Its been confusing and couldn’t get why filters and shortcodes are not getting applied when post/page content is retrieved via wp ajax?

Interestingly, everything works correctly if the ajax request is pointed to a custom file with the inclusion of wp-load in it, the old way…

Are the filters and shortcodes execution is bypass in wp ajax environment (admin-ajax.php)?

I haven’t seen much talk on this topic…

thanks.