Hello Gene, Bullseye and Thunderbird (102.4) up to date here.
I do not use filters but I just created (Tools/Filters/New Menu (guessed translation as my Debian is installed in french)) a filter that I saved. I then closed Thunderbird. I reopened it. Then went to the Tools/Filters/Modify Menu (with my previously created filter highlighted) and the filter was editable. Then I was able to delete it.
Beware that filters are per mail account, though, and furter, if it is a news account, it is per account/forum (a gmane/debian.user filter won't appear in gmane/debian.user.french). I suppose that is your problem :-)
So, like Frank, no problem here ;-)