I'm not feeling motivated enough to diagram this, or break out an old physics textbook, but my intuitive response is the 45 degree angle allows some transmission, and the increased distance between the 2 filters allows the light wave to pass through as the distance between the perpendicular filters is a significant portion of the wavelength.

As I'm thinking about this I remember doing this before, but I don't remember why, and what I wrote doesn't seem like what I remember happening, but it's the best I have right now.