Filtered or non-filtered soymilk maker?
I have an old SoyaQuick (mine has a filter, newer models don't), and I think it was largely a cleaning concern. The tiny perforations in the filter clogged very easily, and the instruction manual had a whole section of bizarre tips for cleaning it (soak it in bleach! squeeze a soapy sponge to one side to force the suds through!)

There's also some marketing speak about "leaving in the perfect amount of pulp for your taste!" but that sounds like bull to me.