The "Create a custom filter" link does not work when you are viewing filtered questions

Question

When you're viewing custom filtered questions (for example, I have used this) you can't create a new filter.

Steps to reproduce:

1. Create a new filter. Anything would suffice.
2. Go to the page with new filter (it should redirect you automatically).
3. Click the "Create a custom filter" link:

   

4. Nothing happens.

I was reproducing this in incognito mode so it's not caused by extensions or userscripts.
There were no errors in console other than some ads and warnings.