I mean if you are doing a scene at night that would need a filter so the character in actually in the darkness rather than placed on it. I think you should and it can make your story more aesthetically pleasing. Filters are really useful and are good to use but I like when you make the filter yourself in the portal instead of using the pre-made ones as it looks better in my opinion and I like messing around with the filters in the previewer. 
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