Is it necessary to have a filter for a disappearing pondless waterfall?

No. Most of the debris that collects in a disappearing pondless waterfall collects on top of the gravel making it easy for removal. The reason why we use a filter box at the start of the waterfall is that it is an easy way to create a nice, natural look to the waterfall. A common mistake people make is to just put the hose at the top of the waterfall and diffuse the water with some rocks. In doing this the water splashes everywhere and the water is uncontrollable. When you use a filter box, the filter box fills up from the bottom thus reducing the pressure of the pump. For more information on plumbing in a filter box, refer to chapter two in the video.  more