I never understood the wisdom of changing the oil and not changing all the filters. Every other oil change even used to be the standard for autos. I would probably change it at each oil change. By the same token, with the quality of filters that are used today, there is no actual need to change a filter until it is becoming plugged. You would not want to open the bypass and pass dirty oil through the engine, but that isn't going to happen very quickly with today's engines. The point where the filter is partially plugged is probably well beyond any specified service intervals...but the filter cannot be seen or its condition determined without removal. At that point, we may as well change them out and remove all doubt. Conservative, yes, but inexpensive compared to the cost of the machine itself.