I have the same problem like this View exposed filter block no alter form with ajax but for Drupal 8.
I have form alter where I change exposed filter label and some options in the select box, but when I choose some option that is submitted with auto submit and works with AJAX, form alter is not called and I get old label and options for the filter.
UPDATE: I think that is working now. This comment pointed me in wrong (maybe?) direction: https://api.drupal.org/comment/61807#comment-61807
I've been using mymodule.view_execution.inc file and functions for my views are executed on first page load but later mostly ignored.
Now I moved that code to mytheme.theme file and it seems ok for now.