Hello Dean, 

In the screenshot you provided on the right, it looks like there's a display issue with your interface. The Account Settings preview pane is showing. However, the items in the navigation pane reflect what would show if you were on the Site Activity icon. Please clear your browser cache and try again. 

When you view a site's stats, then click on the Settings icon, you should these items in the navigation pane. Filter Sets should be the second item in the list.