Why do I run a coolant filter? I bought my car with 134k miles on it. I have no idea what was the service history of it, but I could see rust, scale, and even stop-leak flakes in the coolant.
God only knows what's been done to it. So do I sit around and wait for trash to fall off and plug my system, kill my water pump, plug my heater core, or do I do something about it?
Here's a coolant filter from a vehicle that the OEM never spec'd one for:
Obviously coolant filters do something.
Benefits? If there's any crud in your system, its getting caught.
Drawbacks? Few ounces more coolant you have to use?
Granted, I've torn down plenty of engines where the original coolant left the engine mirror spotless after 150k+ miles in service, but then there's this GM 502 crate engine with 15k miles on it, that I had to use a sledgehammer and screwdriver AFTER removing the block plugs to get anything to come out. Nice when your $13k engine accidentally becomes a pseudo half-fill of hard-block.
Should you soil your drawers and bite your nails until you have a coolant filter? No.
But if you do decide to add one, you are not making a mistake.