A lack of filter means saying whatever is on your mind without considering politeness, appropriateness, relevance, or respect for the situation. People who have no filter may use profanity when they should not or bring up sensitive topics such as religion, politics, sex, body parts, or body odors in ways that offend others. Human communication follows social norms, and these norms discourage creating unnecessary controversy, embarrassing people, or discussing highly divisive topics in casual conversation. When someone ignores these norms, they may be seen as awkward, weird, or socially unaware, and others may feel unsafe or uncomfortable interacting with them. Appropriateness is a skill that can be learned by thinking before speaking, considering the audience and situation, and asking whether something is respectful, relevant, and suitable to say.
There isn’t a singular filter, it is a wide spectrum. There is a reason to have some filtering based on context, such as not shouting obscenities in a kindergarten class. While society tends to expect a pretty strong filter as part of conflict avoidance, it is possible to have a filter without suppressing expression just because people don’t want to hear it.
So it depends on who says that a filter is needed and the context.