I believe there is an issue with Lookup filters in Lightning, I have an Optional filter on a Contact Lookup field on the Case Object. In Classic, you get the "Show all results" link when the result falls outside of the filter criteria. When you search from that Lookup field in Lightning, you get a message that says "No Results in Contacts. You may find what you're looking for under Search Results or Show More." But there is no Show More button in the window. I am aware that there are workarounds for this but what is the expected behaviour here? It seems like there is a gap.