Are Water Filters a Major Concern

The simple answer is.....no mater where you are traveling the water should be coming from a good source that thousands of others are using at that location. However, any one location could have problems despite it being good city or well water and at a minimum you should have a sediment filter. In most cases that's all that would be necessary as it will save your internal parts and pieces from an unexpected dirty source. In 17 years it has only happened to me once but that one time would have been a disaster. We were in a well established campground but they had built some new sites. So new, that I was the first one to park an RV on it (only found this out later). I filled by tanks and headed to the beach. Upon our return our new neighbor asked if we had seen and sand when we filled. I took a look and there was over 1" of sand in the filter container but, thankfully, none in the holding tanks. Turns out that no one had flushed the lines after installation.
I do have a dual filter system and use a carbon filter in the second container. I also have a GE fridge ice/water filter which gives near bottled water quality water for the ice maker and drinking water.