I’m sorry, I don’t really understand what you’re saying. How is the way that I do it any different than manually going into the settings and adding the filter yourself, that was the way the OP was trying to do it (according to their screenshot). The way I was doing it, just automatically adds it to the filter in the settings. What do you mean by being filtered automatically?
Unsubscribing from a community will work if you’re only viewing your “Subscribed” feed, however if you are viewing the “Everything” feed, the only way to not see certain communities would be to filter or block them.