Short answer
Taking the insect screen off in winter because there are no mosquitoes is a common habit. With a window filter there is no need; it is useful in winter too.
Benefits of a window filter in winter
- Stove and chimney smoke: Soot in the air increases in the heating season; the filter holds back some of it.
- Rain: The filter keeps direct rain out; you can leave the window ajar.
- Brief airing: You need to air the home every day in winter too; the filter reduces the dust pouring in.
Made to measure: hook-and-loop or roll

