Usefulness of Practical filter ouptput
A real filter wont perfectly remove all unwanted frequencies. But then, a real $X_\mathrm{anything,whatever}$ won't do its job perfectly. The real world isn't perfect, you only get perfection in mathematics.

What's important though is that a filter can approximately remove the unwanted frequencies. For example if you have some interference at 100 kHz, then a simple 2nd-order lowpass filter at 20 kHz will not be able to remove that completely, but it will reduce its amplitude by more than 24 dB. If the signal you're interested in is strong enough, this smaller inteference level may then not bother you anymore. Or maybe it will still bother you and you therefore need to switch to a higher-order filter. Judging something like this and deciding which filter is most appropriate for the application is the bread and butter of linear signal processing.