Andrew,
I believe its because you already have an outbound filter in place and the peer-group is only allowed a single uniform outbound filter set.
Sure someone will correct me if I'm wrong 
. If you want to do this you'll need a seperate group 
"Members of a peer group inherit all of the configuration options of the peer group. Peer group members can also be configured to override configuration options if the options do not affect outgoing updates. That is, you can only override options that are set for incoming updates."
http://www.cisco.com/univercd/cc/td/doc/cisintwk/ics/icsbgp4.htm#xtocid2260336
Steve