They are a gimmick like filtered cigarettes

🤣 I love that analogy.

There needs to be a massive prize for whoever designs an implements a working filter for these bags.

I also prefer no filter for pretty much the same reasons that VO already stated.  The only down side to no filter is in the brand I wear the no filter bags only come in clear (on front side, they still have the fabric on back).

Normally I do not mind this, but when I go to the gym or to swim the top of or the entire bag is at times visible and I would rather it not be a clear bag at these times.

Because I wear a two piece bag system I change the bag type right before I go to the gym, not a perfect solution but it helps.

cygo

Curious as to why you don't use bags with filters or what you don't like about them?

Several reasons, but keep in mind that this is my own experience:

1. They don't work as well as I'd like and tend to clog up within about 24h. 
2. With longer wear time, some filters will leak and/or smell. This can vary from brand to brand, but some filters leak very quickly when you have loose/liquid output.
3. Cost. While not by much, filtered bags tend to cost more than bags without them, and I'm paying out of pocket for supplies.
4. I find that filtered bags will "rabbit ear" and flop down, which is more than annoying when you're wearing a pouch cover.
5. Just easier to manage. Since I don't have to worry about a filter, I find that my appliance is just easier to manage.

With a one-piece, I can consistently get 7+ days of wear, which means the filter would be a bother for 6+ days at a time. LOL