I would like to see that too and have it in application command options of those types as well.
In addition to your examples, I would like to be able to exclude bot users from a user select menu.

+1, having a filterable role select menu would be great for replacing old react role lists and it'd be nice to be able to give specific channels to select from with certain commands (eg: channels currently whitelisted through the bot, etc)

You can use the string selects for that, sure, but populating those can take a fairly large amount of data depending on what you're doing (like grabbing all the roles/channels in a server so you can populate their names in the options). It'd be a lot easier to store a set of ids and pass that to the select menu in order to filter the results

+1 on this. It would be amazing to be able to pass a filter argument (like with .await collectors) - sure we can handle errors on our side by rejecting input manually, but it'd be so much better if unselectable options were filters out from the list completely!

With a simple filter, all of the OP's examples could be done easily!

+1 Useful for selecting a specific set of roles e.g. colour roles

+1

I know this is old, but 100% +1 to this. Being able to filter channel and role select menu lists is a need for many features.

String Select Menus are not powerful enough to support the capability like Channel Select Menus while being restricted to more specific subsets of channels. Being able to provide the channel or role ids I want to allow them to select would open a lot of possibilities.