We need a way to filter Test Cases that have not been executed jet

As you've discovered you can't filter by Execution in the Test Case screen.  You can however Sort on the Execution Result (the coloured buttons: Grey = Not Executed), if you prefer to do that from the Test Cases screen.

You could also run a Report like Test Execution Results (List), and use the Custom Query filter - go to the Execution Results area, choose Result In "Not Executed".