Assuming you are meaning the black coarse sponge filter here?
IMHO, you don't need the filters and you get better flow without them.... HOWEVER....
Live rock does NOT filter out detrius (it tends to capture/create it in my short experience), plus I find I get dead spots with the standard return pumps where detrius collects.
The skimmer will to an extent skim out some of the detrius which is kept in the water column, but has less than half the water flow of the return pumps, so the skimmer will not process all the water which gets surface-skimmed from the DT into the back chambers.
So basically, the caveat is that if you are siphoning the detrius in the DT, and/or have sufficient flow to keep the detrius in the water column (and it doesnt collect on the rocks or substrates), then you dont need the filters. But if you continuously have 'stuff' floating in the water then I would suggest putting them in for a while to help clean up.