Why do we need bulky filters at the input stage of SMPS designs?
It's to stop high-frequency noise (100kHz or higher) from getting out of the SMPS and onto the mains. If the noise got out that way, it would radiate via the mains wiring and that's an EMC problem. The big capacitor (100uF, 160V) will not be effective for this, due to its ESR and other factors. The filter components specifically filter out the high fequency noise.