query_vars filter not working even though query string parameter is present

I'm not sure it quite works like that. Try inspecting $query->public_query_vars instead and I think you'll see it added in there.

The way I usually use it is like this:

add_filter( 'query_vars', 'add_test_query_vars');

function add_test_query_vars($vars){
    $vars[] = "test";
    return $vars;
}

So the same as you but with a named function.

Then I add a rewrite endpoint:

function wpse_243396_endpoint() {
    add_rewrite_endpoint( 'test', EP_PERMALINK );
}

add_action( 'init', 'wpse_243396_endpoint' );

And after that URLs ending /test/ set the query var which I test like this:

global $wp_query;    
if( isset( $wp_query->query['test'] ) ) { }

I think the value would only be present if you add the get-param to the url when trying to preview it ( or specifically set a value for the query-var using $query->set() )

Try adding ?xyz=hello-world to the end of the url you're testing on & you should see hello-world in the dump.

It will also depend on where you dump... maybe try this:

add_filter('query_vars', function ($vars) {
        $vars[] = 'xyz';
        return $vars;
});

then visit: yoursite.com/?xyz=hello-world

function trythis( $wp_query ) {
    if ( $wp_query->is_main_query() && ! is_admin() ) {
        var_dump( $wp_query ); 
        exit;
    }
}
add_action( 'pre_get_posts', 'trythis' );

... & you should see 'xyz'=>'hello-world' in the dump. I don't think query vars are added to wp-query unless they need to be, that'd add unnecessary bloat.