I suggest you create an idea in the Remedy AR System space for this. Once in that space, you need to go to Content --> Ideas. It'll get a lot more attention there. And you can also vote for other ideas.
There have been a number of times I wished I could do this. It would be nice-to-have but I am not too sure how much time R&D should put into it. It would require a matrix of checks to handle actions that are not valid going from one type of object to the other (like removing Notify actions going from FLTR --> AL).
Similarly, it would be nice be able to copy valid actions between Active Links, Filters and Escalations. Of course this would need some validity checks too.
Like Peter mention, submit this as an Idea to see how many votes it gets.
I have moved this to Idea.