I have worried about a fuel filter for the past 30K miles on my 07' TW.
I am still worried but not near as much as I was in the first THIRTY THOUSAND MILES without one!
In days gone past, bikes fuel systems stopped up because of impurities, solids in the fuel. We called it dirt. We had a bowls on the bikes in those days and poured out the solids that accumulated in them on a regular basis.
I'm not saying not to add a fuel filter but i don't have one and haven't needed one in the past 30K miles. If you have an extra free one send it to me and I will stick it on my bike. If I go to south of the border, I would add one but then I would add other things as well.