I've never seen an EMI filter with both ends labelled "Load" and "Line".

The LINE end has three prongs - Active, Neutral and Earth.

The LOAD end is your White and Black wires.

Earth comes in at the LINE end, not the load end

This is the label on the YUNPEN YC10T1L2 - these are the only Filters I use ;



The YUNPEN YG10T5 diagram is the same as the label on your Filter.

http://www.yunpen-usa.com/index/yg%20series/ygt5/ygt5.htm

It makes no sense to me other that because it is a plastic case, the earth is on the LOAD side. Like I mentioned, I've not seen this before.