Winterization Air vs Chemicals...... Your 2 cents please

I always used AF until switching to air two years ago. The first winter (mild) was fine. The second, (cold) the pressure wouldn't build in the spring. After a little search, I found a plastic sediment filter between the pump and tank that had frozen and cracked. Now I blow out and then remove the filter when I remove the anode from the water heater in the fall. JMTC.