Actually, I love this question, even though it has been debated several times. Basically, it comes down to your risk tolerance. Most people don't filter. I do, as do some others here.
For one thing, most people and vendors don't test for sterility:

That is actually considered an acceptable amount of endotoxin by some. But filtering helps remove stuff like that.
Many will argue that subq injections will face the body's own defenses, which is true. But, as
@hexagonal once pointed out, even subclinical infections can increase the risk of arthritis down the line:
You are a fat clown, here to attention seek rather to provide information. Here's a study showing that about 25% of vials get contaminated on repeated access: https://journals.lww.com/jehp/fulltext/2018/07000/A_pilot_study_for_evaluation_of_knowledge_and.120.aspx Now you are calling people...
glp1forum.com
Also, the recon process itself can create particulates that would ideally be filtered out. And when things are tested for purity by Jano, they filter first, so that their machine doesn't get messed up. Vials from vendors have contained small amounts of foreign material, which can harbor bacteria.
A primary argument against filtering is that the filtering process itself can introduce bacteria from one's home. But wearing gloves and wiping things down with alcohol can go a long way. So I don't really buy that argument, especially since, emotionally, international bacteria from Shanghai seems scarier than bacteria from my home.
Having said all that, I don't think filtering is usually necessary, unless one is immunocompromised. And other aspects of recon are just as important, such as using other sterile techniques, like wearing gloves to prevent staph infection.
An example of a filtering kit:
NOTE - Clear 3ml Vials are on backorder - Amber 3ml Vials will be substituted.Our Reconstitution and Filtering Starter Kit provides everything you need to safely reconstitute and filter water-soluble peptides. This kit includes all the components demonstrated in our instructional videos...
peptidetest.com
Similar items can be purchased individually at Amino Annex,
AllThingsPeptides, or in a kit as well at Underground Supply (on vacay until the 1st).