I noticed this new feature to show the Current User is in the Jan 17 2017 Product Release, but I dont' think the Help Article has been updated on this...maybe I missed it.
To clarify, if you want to use this feature to create a Filter that shows the current user logged in, you must set the Column type as a Contact List.
I tested and that was the only way I could get "Current User" to appear in the dropdown.
Tim