Message Filters -> New... -> Copy... & Save creates TWO Copies of the message filter, and they are (sometimes?) not correct.
I created bug 2008787 to report this, and the response was to test to see if I can reproduce this problem in troubleshooting mode, perhaps an extension like QuickFilters might be causing the problem.
Instead, I disabled QuickFilters and I could not reproduce the problem. I re-enabled it and I could reproduce it again.
Looks to me it's QuickFilters???