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Yes, they did. This is taken from the transcript of that episode, about 8 minutes in:

Chuck: They changed the pH on that filter to purposefully turn it brown as you smoke, so you look and you see, man, look at all that brown stuff that's not getting into my lungs.

Josh: It fooled me for twenty years. Up until a couple of days ago, I had no idea that that was the case.

Chuck: Yeah, just one of the dirty tricks that cigarette manufacturers used and still used.

They also point out how the filter "is doing something" to reduce what makes it into your body, but not much.