select al.my_num from
(select to_number(id,'99999') my_num from my_num_other where replace(translate(id,'0123456789','0000000000'),'0','') is null) al
where al.my_num>40000

This is because we generally merge queries together - you dont get to choose *how* and in what order things are executed, eg

SQL> drop table my_num_other purge;

Table dropped.

SQL>
SQL> create table my_num_other as
  2  select 'X' id from dual
  3  union all
  4  select to_char(rownum+30500) from dual connect by level <= 10000;

Table created.

SQL>
SQL> select al.my_num from
  2  (select to_number(id,'99999') my_num
  3   from   my_num_other
  4   where  replace(translate(id,'0123456789','0000000000'),'0','') is null)  al
  5  where al.my_num>40000;
where al.my_num>40000
      *
ERROR at line 5:
ORA-01722: invalid number


SQL>
SQL> set autotrace traceonly explain
SQL>
SQL> select al.my_num from
  2  (select to_number(id,'99999') my_num
  3   from   my_num_other
  4   where  replace(translate(id,'0123456789','0000000000'),'0','') is null)  al
  5  where al.my_num>40000;

Execution Plan
----------------------------------------------------------
Plan hash value: 1649396075

----------------------------------------------------------------------------------
| Id  | Operation         | Name         | Rows  | Bytes | Cost (%CPU)| Time     |
----------------------------------------------------------------------------------
|   0 | SELECT STATEMENT  |              |    25 |   150 |     5   (0)| 00:00:01 |
|*  1 |  TABLE ACCESS FULL| MY_NUM_OTHER |    25 |   150 |     5   (0)| 00:00:01 |
----------------------------------------------------------------------------------

Predicate Information (identified by operation id):
---------------------------------------------------

   1 - filter(TO_NUMBER("ID",'99999')>40000 AND
              REPLACE(TRANSLATE("ID",'0123456789','0000000000'),'0','') IS NULL)

Notice how we just folded everything into one statement, and in this case, the "to_number" came first. You can mitigate this using something like a global temporary table, or a something like below

SQL> with check_this_first as
  2  (select /*+ materialize */ to_number(id,'99999') my_num
  3   from   my_num_other
  4   where  replace(translate(id,'0123456789','0000000000'),'0','') is null
  5  )
  6  select * from check_this_first
  7  where my_num>40000;

    MY_NUM
----------
     40001
     40002
     40003
     40004
     40005
     40006
...
500 rows selected.

SQL>

I wouldnt recommend the above as a "solution", because who knows what changes we'll make in the next version of Oracle and the optimizer might be smarter and shuffle things around. I'm showing it here as a demo of how you would do the global temp table approach, ie, load the data, and *then* do the check.

Alternatively, create your own to_number functin, ie

function my_to_number(p_str varchar2) return number is
  x number;
begin
  x := to_number(p_str);
  return x;
exception
  when others then return null;
end;