...a filter is necessary to complete the weather sealing on L lenses.
I have seen this statement many times at multiple websites, but I have never been able to find any reference to this in Canon's literature.
I would love for someone to point it out in Canon's official documentation.
I just checked the instructions that come with the 24-105L (says filters sold separately), the 70-300L (also says filters sold separately), and the 70-200L 2.8 (says filters are optional). No where does it say they are needed for anything. I then checked my copy of the book "EF Lens Work III", and it isn't in there either.
Given how competitive the camera industry is, if you really had to use a filter to make the L lenses properly weather sealed, Nikon would have long ago sued Canon for false advertising, since Canon doesn't provide the filter, yet advertises the lenses as being weather sealed.
I suspect an urban myth.
Personally, unless I am trying to take pictures in severe conditions, I don't use "protective" filters. I had one shatter and destroy a lens once (where if the filter had not been there everything would have been fine), and won't make that mistake again.
Which is not to say I don't enjoy experimenting with polarizers, ND's, and graduated ND's...