Experiences vary. I like filters because it makes the smoke cooler and dryer. I almost never have a gurgle issue while using filters unless the tobacco is wet.
One selling point for me is looking at the fore and aft ends of a charcoal filter after use. The front in is brown and the end nearest your mouth is not. Having filtered smoke for me is desirable.
Good luck and welcome! Glad to hear a UK member is enjoying cobs.
My first Missouri Meerschaum fifty years ago had a filter, and it worked as advertised. Filters do make the smoke milder, they trap water, and minimize tongue bite and mouth burn.
A half a century has passed now, and I hardly ever use the filters. They work too well, for my tastes today.
Of all the ways to smoke tobacco using a pipe requires the most skill, or maybe a better word is experience.
Filters help a man gain experience in the art of pipe smoking.