Could functionality be added to the PREFS PAGE=FILTERS command along the same lines as Prefs PAGE=scripts:MyScript.js which is already supported.
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If the aim is to quickly see/edit a filter, you can do that already via this:
Select ADVANCED="My Filter Name"
That's very neat @leo but not quite what I am looking for in this case. 
I am developing a dialog that allows the user to select and apply a filter from a list of existing named filters. A button on the dialog invokes Prefs Page=FILTERS to take the user to the right place if any filter editing is required. I had hoped to be able to position directly at the most recently used filter rather than the first filter in the alphabetical list. Your suggestion would certainly work for editing the last selected filter but I often want to duplicate and then modify a filter, or modify several filters, in which case the Prefs page is the place to be.
You can do that from the Select dialog as well. Once a filter is loaded, you can change it (or not) and then save it back out under another name, as well as load any other filter via the drop-down at the top of the filter control.