Auto join has no storage. So there's nothing to filter the userlist off of unless you directly query the GJ table. This can be done with the below Advanced filter for example.
Code:
( ( SELECT COUNT(*) FROM `#__groupjive_users` AS gj WHERE gj.`user_id` = u.`id` AND gj.`status` IN ( 1, 2, 3, 4 ) AND gj.`group` = GROUP_ID_HERE ) >= 1 )
Replace GROUP_ID_HERE with the group you want the users from. Please note this is an example and may need to be adjusted as needed.