A checked-in secret was removed using git-filter-repo using the documentation here (https://docs.github.com/en/authentication/keeping-your-account-and-data-secure/removing-sensitive-data-from-a-repository). Although the commit no longer shows up, neither in the master nor in the feature branch, it still shows up in the closed PR's history.
Is there any way to remove it from there as well?
As far as I know, GitHub, like other Git hosts, doesn't garbage collect any orphaned commits, so if you know the full SHA of old commits you can still find them. The details of your question are actually covered by the Warning in the article you linked to:
Further it explains what you can possibly do about it:
My interpretation of that last sentence is GitHub's default is to decline the request, unless you can make a good case for why it's needed.