Ah, it sounds like you really want to be able to filter on "High Risk" or "Low Risk". As you discovered, the filter will be processed against the unformatted date values, so the simple stuff won't work. What you could do is the following in an advanced filter:
put(date,bucket.)="High Risk"
The PUT function converts numeric to character, among its many charms. You could alternately create a brand new column, say Risk, and as the expression use put(date,bucket.). That would let you have a phyiscal column in the data for filtering, exporting, etc.
Oh, and SAS dates are numeric by default, FYI.