Hi Manyam,
Only with datasource Database & Xpath you are able to use the default search options.
With non persistent entitites it is impossible to use these datasource options so indeed: not possible.
An option could be to create your own search object and make your datasource microflow do the filtering. Have a look at https://community.mendix.com/link/questions/98569 for an example.
You could also have a look at this widget: https://appstore.home.mendix.com/link/app/49364/ but i doubt it will work with Microflow & Non Persisten Entities…
Goodluck with jour Mendix journey.