Netfilter (230VAC) without protective earth (PE)
I think the mains filter despite of not being connected to the PE will
  filter out some common mode noise.


No it won't - it can only filter differential noise between the two wires.


  Differential noise is not filtered due to the absence of a low
  potential PE. Is this statement correct?


No, common-mode noise cannot be filtered without a "common mode" reference point.


  Does this filter also help to reduce outgoing emission signals
  originating from components within the unit?


It can only filter differential noise and if it's a pi type filter then it will filter in both directions.