At the end of the day, if it's UGL you have no idea what's in the vial. There's no QA department, no documentation, no FDA inspections, no legal liability. 9/10 vials can be fine, and one is unsterile or has some glass/rubber particulates in it. Filtering ensures those risks are minimized.
An single injection of some bacteria or other contamination may be of no consequence, but the cumulative impact of 100, or 1000 injections certainly could, and in ways unlikely to be traceable to the UGL gear you used.
Jano has to filter samples the same way prior to analysis in order to protect his equipment from trash in the compound causing damage. You either value your body enough to warrant the same precautions or not, but it's not "foolish".