When you filter incidents using list of values comma separated (eg. incident number) and try to save it after as report, DLP throws an error.
Release : 16.0
List of values comma separated is ended with comma after last value provided.
Filtering accept such syntax for selecting, but report validate this during saving and throw error.
Remove ending comma in the list of values leaving last value at the end of this list and then you will be able to save report with no issues.