Please set the category on new bugs.

Not sure this is really a bug, filters are additive.

I don't think this should be considered as bug either. I think it would only introduce confusion why some filter can't be saved. Validation would have to be scoped per role so in the end user could still get 2 or more same filters from different roles. Is there some big advantage of enforcing uniqueness? Note that it would involve same permission set, same search condition, same override value and same taxonomies association checks.

I offer an alternative solution, how about a button (or a rake task but that will be too hidden for users) that will simply remove dupes? I also think filters not being saved might be confusing experience so a way to clean things up might be a good option.