Hello MParr,
All fuel is inherently "dirty", and the fuel filter needs to be replaced to minimize this fine sediment "sludge" from reaching the carburetor and clogging up passages. A fuel filter is cheap insurance to prevent more serious problems. The more hours a machine is used, the more often the fuel filter should be changed.
In a nutshell, filters that are too fine will tend to clog up faster, ones that are not fine enough will allow this stuff to reach the carburetor and collect inside it.