I don’t know. Normally there is a very good reason to make a window modal, usually to prevent the data the window operates on from being altered while the window/dialog is open. I can’t tell you if it is really just a mistake or not, if it is a problem for the filter properties window, when someone messes with the settings of the main window or if it doesn’t really matter. I suggest making this a ticket on the official bug tracker.
Only thing I can think of right now why it is that way is to prevent multiple filter settings windows at once, but this can be prevented in other ways, too.