This as well, sometimes I see them actively moving out of my way when I'm filtering which I really appreciate.
Then, at the risk of sounding patronising, be sure to let them feel your gratitude...take a moment to wave thanks.
You'll be amazed how chuffed that makes others feel. I often get a sense (in heavy traffic) that some drivers are "trying" to collect waves of thanks.They see me thank one driver then all begin to follow suit. Its almost awkward when you meet again later in traffic (inevitably) and repeat the relationship.
If you're close and slow enough a thumb's up and a wink makes others feel part of a privileged club.
I think this is a vital bit of communication. I know we have priority (legally) but as Malyian says in a nother thread, this knowledge is useless when tangling with a heavy motor-vehicle.
best not to take it for granted and appear self righteous.