I checked this in a 21R2 reference environment and this option is not available. You can have only 1 filter per field. I tried specifying sates separated by a comma or a semi colon, but that didn’t work either. It appears to be a limitation in the current Query Designer and hopefully will be implemented soon.
I would suggest you to open a case and report this so that we can send it as an enhancement request to R&D.
Current capabilities of Query Designer in 21R2 are documented here: