The common way is to use a 20x20 filter, the same size as the box fan.
Ideally you want to use a 4” thick filter, so a 20x20x4 filter and then just seal the outside. It provides huge surface area for the filter and the air flow is almost the same as the fan without the filter. I have a setup like that and it can really move air. The filter you have are much thinner.
Now, I have no idea why you’re seeing the same results between taped and non-taped, it makes no sense and is indeed surprising.
If you time and inclination, you may want to look into a 20x20x4 HEPA filter and try it.