At first the explanation appears simple - the results mean that the two photons of a pair are always perpendicular to each other.
But on closer examination there is a problem with this explanation. It is not enough for the photons to be perpendicular to each other. In the first case, one of the photons must always be vertically polarised and the other one horizontally.
If they were perpendicular to each other but diagonally polarised, then half of the photons would get through on both sides even when both filters are vertically positioned.