I don't know why anyone wouldn't to be honest. it takes very little aditional work, it gives you something to hold without crushing the end you're trying to smoke, and it keeps ash/weed from going into your mouth. Plus it keeps your fingers and lips free of the sticky resin. honestly, I'm always let down when someone else rolls one, and doesnt put a filter in (we call them filters, i guess there's other names for them too) because i know im in for a rough time. like when the end gets all wet and crushed and you have to implode your lung to take a hit.