I've heard of this happening with filters; I don't know how they manage to swim into the water outflow areas, but some bettas are too curious for their own good.
I had a different filter where the cover on the intake tube fell off, and the betta got sucked in. Ever since then, I have covered my filters, intake tube and all, with pantyhose, just to be safe. I don't know if you can rig it with an internal filter, but it's worth a shot. Either that, or you could try to attach some aquarium sponge to the outflow using a rubber band. That might work best with this type of filter.