There's a fundamental difference between filters and what someone above rightly called "inserts." The paper filters that go in MM cobs or medicos are actually filters in that the smoke must be drawn through a filtering medium. The Savinelli balsa inserts and Brigham maple inserts are rightly called inserts because, in Savinellis, the smoke goes around the insert in the open areas left by the triangular balsa insert in the round tube, while in Brighams the insert is a hollow tube and the smoke goes through the middle. The inserts absorb extra moisture as the smoke goes by without impeding the draw.
The pipes are designed for the inserts and the draw is not impeded. In fact, Savinelli provides an insert to fill up the draft hole a little bit if an insert isn't used. I usually use a balsa insert, and they're usually quite wet after the smoke. But to be honest I've smoked them without the insert (and without the adapter) and didn't really notice a difference. Personally, I'd rather not have the moisture in the smoke so I usually use the insert.