Trouble Understanding Shunt active power filter using instantaneous power theory
look let me tell u that u are right! but the APF filter take its power from Utility and when the nonliner load wana to consume oscilliting power,the APF will feed it,so its like some one take from u money to protect u,the money is the Power that APF need to inject Opposite Current...

Hope it help u
if u have any question mail me because i work about this subject too