Hi Paul
We had a Bailey for 6 years, and that had a Carver water system that required a filter to be fitted and replaced annually. Our current Sterling has a Whale system that doesn't have any filter facility. This is apparently because, as Maureen says, the mains water system in the UK is up to a high enough standard not to warrant one.
I used to change our Carver filter annually and sometimes it was quite grubby, so it must have been stopping something. I've often wondered though if there was a possibility of, say, during the winter, of an insect crawling into the hole where the pump usually attach's and working it's way along the pipe to make a home (spiders like dark damp holes). The old filter would have stopped it, but without a filter it'll just get pushed further into the system, possibly causing a valve to stick open or something. I know it's unlikely, but it could happen.
We always use a water filter jug now on site, but this is mainly to prevent the kettle getting furred up in hard water areas and to remove some of the unusual regional tastes that you can get around the country.
Come the end of the day, if a system was designed to have a filter fitted, then I would fit one. Especially as any warranty repairs may be invalid if it's the cause of something getting into the system and causing a problem.
But if there isn't the facility for one, then that's the way that it's designed.