That warning is expected when moving to the 2.0.3.5 canary (or later) as that is when the legacy --default-filters parameter was replaced with a Default excludes filter group, but it should not cause the problem you’re seeing.
Duplicati tends to work in the user environment in which it is run, so if you ran the CLI as yourself then it likely created the ~/.config/Duplicati/ at that time.
(Thanks for the tips on a clean Linux reinstall! I went ahead and edited your post by putting “~~~” around the CLI text to help it stand out better.)