Kalman Filters (KF) are fundamental to real-time state estimation applications, including radar-based tracking systems used in modern driver assistance and safety technologies. In a linear dynamical system with Gaussian noise distributions the KF is the optimal estimator. However, real-world systems often deviate from these assumptions. This deviation combined with the success of deep learning across many disciplines has prompted the exploration of data driven approaches that leverage deep learning for filtering applications. These learned state estimators are often reported to outperform traditional model based systems. In this work, one prevalent model, KalmanNet, was selected and evaluated on automotive radar data to assess its performance under real-world conditions and compare it to an interacting multiple models (IMM) filter. The evaluation is based on raw and normalized errors as well as the state uncertainty. The results demonstrate that KalmanNet is outperformed by the IMM filter and indicate that while data-driven methods such as KalmanNet show promise, their current lack of reliability and robustness makes them unsuited for safety-critical applications.