If it means a lot of additional code, then i'd say "no" (ABP is already more heavy than i'm comfortable with). If it is "another drop, on an already full barrel", then i'd say "yes", because for filter authors, this IMO is a high-gain feature.
I maintain my own filterset customized to my needs. A typical workflow is: When i notice that an ad went through, i first use the automated way to add a new filter. I do that a few times. Then after a while, i go into the prefs, and sort the new filters. But since i can only move one item at a time, this is a really repetitive task.
More indepth explanation:
Since AFAIK, ABP does not allow to organize filters into custom "groups", i faked that feature, by i.e. adding filters like "---popups---", and i then manually order the filters so that the list appears to have groups (when actually, it doesn't). So, when i automatically create a new filter, i always have to later manually move it into the matching fake-group.
From that POV, one could argue that i am here asking for a "hack" to compensate sideeffects of another "hack". In other words: If ABP actually had custom groups for filters, and if when creating a new filter, you could say to which group that filter should be added, then the feature proposed in this thread wouldn't be needed for my purposes.