Tasks and Policies support slightly different ways of application.
Tasks:
"Quick Run": Individual Computers (with Task Agent AFAIK)
"New Schedule" > "Quick Add": Individual Computers (with Task Agent AFAIK)
"New Schedule" > "Add" > "Computers or Devices": Individual Computers (with Task Agent AFAIK)
"New Schedule" > "Add" > "Target": Conventional Target
Policies:
"Apply to" > "Quick Apply": Group, Filter or saved Target
"Apply to" > Computers: Conventional Target
So to apply a Task to a Filter you need to select "New Schedule" > "Add" > "Target" and add your Filter to the Target. For a Policy you could just "Apply to" > "Quick Apply" directly to your Filter, the console then creates a Target containing that Filter for you.
So you can't apply a Task directly to a Filter and you can't apply a Policy directly to a Computer.
A bit more consistency would be better.