The strange shape of the temporal generalization map
I am unsure to what your paradigm exactly does, but as to your frequency bands a layman's interpretation would be as shown in Table 1. Hence, the frequency bands you investigate could simply be different, because the states associated with them are different. 

As to your band filter - the best thing to do is find the rock stars in your field and copy their methods. The filtfilt function in matlab is excellent, as it is a zero-phase digital filter. It will depend on the filter order, however, if the outcome will make any sense. Too low of an order may generate overlap between bands, too high orders may introduce artifacts. But by the looks of it, none is happening here, but I can't be sure and you need to verify yourself. 


Table 1. Simplified overview of the EEG bands and their characteristics. source: New Dawn Magazine