That's true and of course if you are going underwater you will need to use an underwater housing that includes a filter in front.
For all other uses, forget the filter.
Dont use a filter on any L glass unless you need to use a polarizer. Filters generally degrade IQ even if ever so slightly. I would not buy an L lens if you prefer to have a filter in front of it. YOu're not taking advantage of everything the lens has to offer.
I'll just point out that in some cases (16-35L II, 17-40L, 50L), Canon specifically states that a filter is required to complete the dust/weather sealing for the lens. Also, all of the uber expensive supertelephoto lenses (300/2.8 and up) have a drop in filter slot, and Canon states that a filter is part of the optical design so the glass insert should be left in the holder.