Filters can work two fold - one is that they will dim the image down if you are projecting onto a smaller screen so it will be too bright to start with, and the second is that a colour correction filter can correct the lamps own colour imbalance and give a more natural colour.
UHP lamps are red deficient, but Xenon lamps like those used in cinemas and some high end projectors (Sony Ruby) produce a more natural white light but are more expensive. If you have less red and green than blue in a UHP for instance, placing a filter that boosts the red and green to match the higher blue output means a correct colour balance but at the expense of some lumens. If you don't use a filter but want correct colours, you have to reduce the green and blue within the projector using it's own digital adjustments, to match the lamps red output level. This means a dimmer picture too (since you reduce the white level), and a reduction in contrast. The filter allows more contrast and a better black level.
If your screen size is quite large then the filter will dim it too much so it won't work for everyone. An ND2 will work without any colour recalibration, but a colour correcting filter will need different RGB gain/bias settings compared to the pj without it. Cost and the added compliaction iof different settings and maybe the need to have each pj set individually for the filter to visibly work to near it's potential probably make it an unviable option, especialy since the vast majority of owners probably won't tweak and just want a point and shoot solution.
Use a test disk to set the white (contrast) and black (brightness) levels correctly rather than trying to do it by eye. Star Wars A New Hope THX Optimode sill do if you don't have any other test disk.
Gary