If you want the board to continue to operate, then it needs to have a filter assigned to it. If you don't want it to use the one you are trying to delete, then another filter will have to be created. The board Administrators can change the filter associated to the board.
If the board is no longer needed (including historical data and reports) then a Jira Administrator can delete the board from the View All Boards screen, and then you will be able to delete the filter.
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