Well, I found out that I had to change the recursive call to sieve, so now I call it in the freeze predicate.
upon request, I found a clue here Lazy lists in Prolog?
sieve(N,L) :-
sieve(L,Strumien,[]),
numlist(2,N,X),
X = Strumien.
sieve(L,Strumien,X) :-
freeze(Strumien,
( Strumien =[H|T],
filter(H,T,Z),
sieve(L,Z,[H|X])
)).
sieve(L,[],L).
filter(H,S,X) :-
filter(H,S,X,[]).
filter(_,[],X,X).
filter(H,S,X,Y) :-
freeze(S,S =[H1|T]),
( H1 mod H =\= 0 ->
append(Y,[H1],Y2),
filter(H,T,X,Y2)
;
filter(H,T,X,Y)
).