Making a distinction between the 3 main CJ implementations might clear this up a bit.
The CJ txns in question are samourai/ashigaru tx0 transactions, not JM or wasabi txns. The latter two don't depend on op_return.
For the first two, the initial transaction, known as tx0, uses op_return in a size that AFAIK exceeds said filtering attempt. Tx0 gets UTXO's into uniform pre-determined sizes, and initiates coordination with other collaborators.