Why does the preview trigger setup show that profiles will enter my flow if they don't qualify?
It is likely that instead of setting up a trigger filter or flow filter, you have set up a trigger split (or conditional split) in your flow. The preview trigger setup feature is only able to tell you if a profile will enter your flow based on the trigger or flow filters in place, not any splits located in your flow path.
If you want to confirm whether or not you are using a filter or a split, look at the location within your flow. Flow filters and trigger filters are always included at the very top of your flow in the same gray box as your flow trigger. Conditional splits and trigger splits can be located anywhere on your flow path.