Currently the only way to manage sieve filters is through the web interface. This means you are limited by how responsive the web app is, and using raw text-based sieve filters are extra clicks away.

There are many tools for managing sieve filters on remote servers using RFC 5804, in email clients such as Thunderbird to plain old Emacs to any other tool built on this common protocol.

Personally, as a mobile user first and a desktop Thunderbird user second, I hate having to log into the webapp (2FA and all) just to manage my sieves, and then having to figure my way around the clunky UI. Being able to do so from Thunderbird would be very important to me.