To Improves the quality of the air that you breathe.

 To keep your ventilation ducts clean. The return ducts (intake) will always be dusty, and that is normal. If the frequency of filter replacement is respected with vigilance, your supply ducts (air flow) will stay clean.

 To reduce heating costs. UA dirty filter allows less air to pass through; the motor of your furnace strains and uses more electricity to push the right quantity of air. As for the motor, it overheats, and wears out more rapidly.

So that the coil (evaporator) of your heat pump or air conditioner stays clean and continues to perform efficiently. The filter being always placed in front of the heating / cooling coil, if the filter is always replaced when it is too dirty, the dust passes right through and accumulates on the coil. A coil that is clogged with dust lets less air through and decreases the performance of your heat pump or your air conditioner.

In cooling mode, a filter that is too dirty prevents adequate air flow over the coil and can make it freeze. So you can be without air conditioning and water may run from the furnace when it thaws.

So that the temperature and the pressure of the refrigerant of your heat pump or air conditioner return outside as it should to preserve your compressor and other components longer.