Hi
1) Do you have this issue with all filter or only one?
2) Does anyone else has the similar case in your environment? if all users (including Admin) has the issue then check with your partner. But if some users have the same issue then it could be permission issue.
3) Did you created those filter or they were there when you logged in? if they were there it is possible they are part of development hence you cannot delete.
4) Do you have similar options if you create a new filter?