Steps to reproduce the issue

Create an admin menu
Create at least one item in the new admin menu
Select any menu (site or admin)
Try to change the Site/Admin filter

Expected result

List of menu items changes

Actual result

Nothing happens. Unless you deselect the Menu filter as well

Additional comments

Either we get rid of the Site/Admin filter as I doubt it is very useful
OR
When changing the setting there we automatically deselect the menu filter at the same time