I found that without the filters, some songs that I listened to had a little too much sparkle and harshness from the treble while others had just the right amount or just enough. Basically it was really subjective as to which song and which genre you're listening to in my experience. In a way it makes sense,... well sort of since the sound of the SM3s are like a chameleon anyhow. So maybe the filters are there for the sake of consistency? That's just my uninformed guess..
That pretty much mirrors my experience. I used them without the filters for about 3 months, and I felt it added too much harshness overall. I EQed the treble down a little but it seemed like the harshness wasn't tied to a frequency, if that makes sense. When I switched back to the filters a while back I felt that it sounds better overall with them in. Smoother and more natural. They did sound more open and clear without the filters, but sort of in an artificial way. Maybe EDM sounds better without the filters, but rock and metal sounds a lot more like a real performance with them in.