I can explain a simple reason to use filter: If I use white light and then want a little more or less contrast... Then it's unclear which filter I will want.
May not seem much inconvenience, but it bothered me enough one day to commit me to use fixed grade papers.
Don't get me wrong, I'm happy to endorse multigrade papers. Based on everything I've read they are excellent... I wanted to use fixed grade paper anyway, and was just looking for an excuse to set them aside except for emergencies.