Neural filters work like the other filters, where they are applied as permanent edits to the layer. So, like all other filters, if you want to be able to edit the filter settings later, convert the layer to a Smart Object first. That will allow reversible edits to that layer.
You can do that by choosing Layer > Smart Objects > Convert to Smart Object, or Filter > Convert for Smart Filters.
Then you can edit it like any other Smart Object: In the Layers panel, double-click the filter name listed below the Smart Object layer, and your previously applied filter settings can be changed.