Its not really a bug, more like a design limitation of DirectShow source filters.
You can add a source filter and set it to "Blocked", that will catch on, but adding new ones doesn't work.
The problem with source filters is that it needs some information in the registry to figure out which files it should be active for. Unless the source filter is actually properly installed (with LAVs installer), MPC-HC has no way to find this information, so it cannot decide when to use a source filter. On top of that, you can have only one source filter for a defined format, so if you install Haali after LAV, it overwrites LAVs information in the registry again.
Its intentional that any enabled internal source filters override any external ones.
Not that its really important in the future for this case, MPC-HC 1.7 will replace all those internal filters with LAV anyway.