To make circuits at high frequencies you have to model real, physical components with more care than just treating them as ideal lumped elements. Twenty megahertz is not very high, but it’s high enough in this case. Most important here is inductance of the lead wires and the hookup wire you have used. The inductance of the capacitor and its leads means that its impedance is increasing at high frequencies rather than decreasing, like an ideal capacitor would. Also, there is always capacitance from the input to output (across the 10k resistor), which lowers the impedance of this part at high frequencies.
Redo your physical circuit. Cut the leads of the 10ufd cap as short as possible. Physically separate the input side of the circuit from the output side with some care. Make sure the scope probe has a very short ground connection. You should then see the filter working more ideally.