Cannot seem to force XMLRPC posts to pending status

Hi, this is probably one of those simple stupid things, but I am trying to force all posts created via xmlrpc to be reviewed on the admin interface before being published. Foolishly I thought this would be easy, but I cannot get anything to work, either via xmlrpc_publish_post or xmlrpc_wp_insert_post_data. This last is shown below. It does nothing when inserted in an active plugin, and I just can’t see why (I have gradually reduced any complexity to what seems the limit and I am starting to get paranoid!).

add_filter('xmlrpc_wp_insert_post_data', 'mcwag_post_status', '99');
function mcwag_post_status($data) {
    $data['post_status'] =  'pending';
   return $data;
}