In the opinion of all experienced smokers, these filters serve no other purpose than to create condensation and therefore pipe juice. It must be admitted that they have no filtration efficiency. Created in the 60's, some smokers who smoke for a long time are a bit lost and perplexed when the pipe is not provided with this "zigouigoui" (marketing efficiency). In conclusion we advise to remove it, you will clearly improve the draw of the pipe, but this is only an advice and so it is up to each one to follow it or not.
The advantage of these "filters" is that they can be reused over and over again, and avoid ending up with ashes or small pieces of tobacco in the mouth: unfortunately in this case, if the draught is obstructed, you will have to wait for the pipe to cool down before you can open it and pass a pipe cleaner inside the shank and stem