Your filter might not have a high enough drop off rate. I'm using Fl studio, and with their 'Parametric EQ 2' you can get an steep 8db/octave drop off (I think) which ought to be steep enough for what you want. I'm sure there are other EQs or filters that can do as steep, or steeper, though.
When I use the spectrum analyser on a "professional" song I can see that they all have a drastic cut at 10000 Hz or 16000 Hz.
I would like to know how they achieved that ....and why! I'm not able to do that with a filter or a multiband compressor... ???
As to why, it may be that the track had some fatiguing high end, I can't explain why...but I swear last night I read something about why this is more of a concern now in the digital world than it was in the analog world.
I'm surprised there would be a drastic cut around 10 kHz...how many tracks have you noticed this in? What genre of music is it? Who/what tracks are they?