A filter? On the Shorty McForty? For protection? Seriously?
When photographing events, sometimes time is of the essence. The filter lets me wipe off fingerprints and other smudges with almost any cloth, and be able to continue shooting with an un-smudged lens. Without a filter, proper cleaning is a more involved process, perhaps necessitating a lens change to avoid shooting with the smudged lens. The B+W filters have a coating (MRC) that wipes off especially easily.
In addition, a filter removes the problem of bumps and scratches from other photo gear (camera, lens, flash) either on me or in the camera bag. It effectively replaces a lens cap for this purpose. It also minimizes damage from bumps and scrapes against fences, doorways, door handles, railings, zippers, metal parts on camera bags, etc.
The only image quality problem I've encountered with filters is added reflections from candlelight.
"Who cares if it gets scratched?" I do. Without filters, scratches are almost inevitable. Just look at older lenses that have been used without filters. Who doesn't mind scratches on their lenses?