The image shown is with the effect applied, but as you can see it does not appear in the layers panel. According to the tutorial, however, it should. And I was pretty excited that Photoshop filters could be applied to video.
I'm not familiar with AEFX. I tried opening the clip in AEFX and got an error. Another reason why I was hoping the Photoshop would work. That and the Lens Correction can correct for particular models of DSLR cameras with specific lenses, so it's very fast. I guess I'll go searching now for tutorials on AEFX. But I was hoping to find out how to make Photoshop filters apply to video.