No. Having vlan-filtering enabled on the RB4011 just gives you the flexibility to have the members of the bridge to be configured individually, just like your external managed switch. You can configure some ports of the RB4011 as access ports (each for a specific vlan). Then you could for example configure one of the ports on the RB4011 to be a member of vlan 10, and a device that had no concept of vlans could then connect to that vlan 10 access port on the RB4011, and it would have access to the devices in vlan 10 on the external switch.
If you want to understand this in more detail, I recommend reading RouterOS bridge mysteries explained and Vlan-aware bridge mysteries and at least a skim through MikroTik's documenation Bridging and Switching - RouterOS - MikroTik Documentation with emphasis on the following parts
Switch Chip Features - RouterOS - MikroTik Documentation
VLAN - RouterOS - MikroTik Documentation
Basic VLAN switching - RouterOS - MikroTik Documentation
Bridge VLAN Table - RouterOS - MikroTik Documentation
Layer2 misconfiguration - RouterOS - MikroTik Documentation