Enable Filter on Subgrid

I have a client with some interesting requirements.  In a normal view you have the option to click on the filter icon and filter the data presented, but I don't see that option in the subgrid on a form.  If I pop the subgrid out of the form, the option becomes available.   I did some research and came up with nothing.  Most of it has do do with fetchXML filtering, which is not the option I am looking for...

Is there a way to enable the filter option either through properties or scripting.  Am I missing something.  I'm surprised no one has asked this.