A filter not to receive any messages i.e. from Systems is not a good way.
Believe me, you forget about it, and then you can't get a message that was not sent to you / received by you.
Folder would be a thing, but that would mean an entirely new feature to the mailbox (which is quite antique, code-wise).
I'd technically would rather prefer a "don't-display" filter, but that would then affect i.e. the "you have new mail" and also the e-mail-requests.
Can't promise anything there, I still would prefer the clan RPG chat option which would be next on queue.