shop vac operation - is the filter required if you bag?
The filter is going to provide a means for the bag to not get sucked into the vacuum motor inlet. I have nearly the same machine as shown in the video and when the filter is removed, there is enough open space that the bag would block the inlet. One might think that should not matter, as the bag is porous, but what will happen is that small diameter opening will collect all the debris, quickly clogging the machine.

A very effective alternative to clogged filters and consumable vacuum bags is a cyclone-type chamber prior to the vacuum. There are disadvantages to having a second assembly, of course, but it creates a separation suitable to keeping the filter clean.