To be explicit here, yes, ECH will pose a problem for some features on MX. Explicitly, Content Filtering relies on being able to see the domain the client is attempting to communicate with, which is contained in the Server Name Information (SNI) field of a TLS header during the initial handshake.
This works just fine for TLS 1.2, and TLS1.3 when ECH is NOT in use, but any extensions to TLS1.3 that obfuscate this information will prevent it from functioning.