Rule synchronization between the Magento admin and the Algolia dashboard is one way only: Magento => Algolia.
Magento rules have custom IDs such as "magento-category-21", where 21 is the Magento category ID.
Though you can absolutely create rules in the Algolia dashboard, they won't be reflected in your Magento admin.
If you modify/edit a Magento rule in the Algolia Dashboard, the changes will be overridden by Magento when you reindex.
Magento won't override rules that you create in the Algolia dashboard, but these rules could potentially be conflicting with the rules created in the Magento admin.
You can read more about creating Rules in the Magento admin here.