In order for the URL keys to be SEO-friendly first of all, SEO URL generation needs to be enabled in the general settings of the extension:
1. Go to Stores>Configuration>Improved Layered Navigation>SEO:
2. Generation of SEO URLs needs to be enabled for each filter under: Stores>Product>select an attribute>Improved Layered Navigation>SEO:
If with both the settings enabled the URL keys of applied filters are still non-seo-friendly, please, check if you have any third-party extensions that deal with SEO functionality and contact our support.