Hello Dirk,
At this point, we will not create spans for included assertions that are nested in excluded assertions. At a minimum, you would have to include the assertions in which your route assertions could be nested in your filter.
For example, this filter would include route assertions, at least one assertions and include policy fragment assertions:

And would provide this trace (minus all of the other assertions in the API policy or policy fragment):

That said, we'll consider whether there would be any other practical way to include nested assertions with future enhancements.
Regards,
Ben