It is a known UI issue. I think it unlikely to be fixed until next year's release.

Consider making a new address book with all the filter contacts, then make the rule

From + is in my address book + <select the new book>

Add contacts to the new, or any other, address book by clicking the star next to an address in a message, twice.

I don't really want to have an address book because that's another thing I have to manage then, and I'll want to do it for everything else. Are you serious next year? I don't suppose anoyone knows a good alternative to Thunderbird that is exactly the same only doesn't run awful?

Yes, I am serious about next year. It requires changes that won't be possible until after this year's release.

sfhowes makes a very reasonable suggestion. It's certainly not more work, as you seem to imply. Another choice is split the list in half, make two filters, and stop adding rules when it starts behaving poorly.