I wouldn't dream of running without one. Maybe with an airplane or boat but off road its a nessissity. Imo i wouldn't even start the engine without a filter on it.
Oops i just seen it was a fuel filter not an air filter. Air Filter is a must, a fuel filter is optional but is a good thing to have. Just ziptie the fuel tubing on both ends, and you won't have to worry about air leaks.