I recall having filters like that in some BTE aids that were for filtering out a particular high pitched noise. The aids were “programable” rather than true digital. That was several pair back though.
There used to be a lot of different filters that one could use to smooth out the peaky responses of various hearing aids at different frequencies. Filters are becoming less common as we gain more fine digital control.
If you prefer the sound, then you don’t need the filter.
If a patient is very active and perspires, these little filters will plug up quite easily. I routinely either removed them or just punched a pin hole in them to bypass them. Without the filter, you will get a little more gain and possibly a slightly peaky performance curve, which some patients actually preferred.