Could you please tell me how did you allow the post formats in function.php file? Could you please share the code.
It seems that you’ve added custom taxonomies to the post, not the post formats. That’s why ACF shows it in the taxonomy filter. This page should give you more idea about it: https://codex.wordpress.org/Function_Reference/register_taxonomy. In that case, you need to add the standard taxonomy to your functions.php file and assign it to your posts.
I hope this makes sense 🙂
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