I think your question is about why Tableau doesn't offer such options even though it does make sense to create a parameter from Filter [Measure] dialog box. You should post your question to Ideas where people can vote and Tableau can decide whether to include this options in coming updates. I hope I was able to answer your question.
Link to Ideas: Ideas
Thanks for your response! I guess before asking why Tableau doesn't offer the option of creating a parameter from a Filter [Measure] dialog box, I wanted to make sure I wasn't missing something and there was a way to create a parameter this way.
I guess this means there isn't a way to create a Filter[Measure] parameter? I'm designing a course and don't want to say "You cannot create parameters using a measure in the Filters shelf." unless I'm sure that's true.
Tableau explains how to create parameters "You can create a new parameter based on a selected field in the Data pane, or you can create a new parameter from any location where you can use a parameter (for example, as you add a reference line or create a filter)", however there is no option to create it directly from Measure box unlike Dimension box. http://onlinehelp.tableau.com/current/pro/desktop/en-us/help.htm#parameters_create.html.
it is all about technical know how