Why FFT of a filtered step increases the lower values of the transform with respect to the unfiltered signal?
So taking your filter and looking at its magnitude response we see that the magnitude close to zero will increase but all other magnitudes (on the other side of the dip) should be approximately unity gain (no magnification / increase in amplitude).

The fact that the DC gain of the filter is 0.94 means that the steady-state output for a step input will be 0.94, not 1.  That may be the effect that you're seeing.

Also, the notch is not very deep. You may want to redesign the filter to make it attenuate more.