Right now we have 2 syntaxes for filtering rows in queries, both of which use WHERE immediately before the condition:
1). SELECT ... FROM ... WHERE condition
2). SELECT agg_fn FILTER (WHERE condition) FROM ...
I'm not a huge fan of (2), but that's the SQL standard, so we're stuck with it. There's a certain consistency in it's use of WHERE to introduce the condition, and preceding that with FILTER helps to distinguish it from any later WHERE clause. But what you'd be adding here would be a 3rd syntax
3). COPY ... FROM ... FILTER condition
which IMO will just lead to confusion.
your case is for retrieving data but this is for deciding which data to insert and word FILTER I think describe it more and not lead to confusion.
