Depending on your water, the filter can greatly extend the life of the ice maker.
Just like coffee machines build up scale, places with hard water show up mineral deposits, and other dissolved material in the water collects wherever the water is exposed to air. The valve in the ice maker can build up deposits. Enough that it can fail to close completely. This leads to dripping, leaks in the freezer. Minor ones are an annoyance, larger ones can cover large parts of the freezer or door in solid ice, catastrophic failure can cause significant water damage.
The ice machine valve is more sensitive than just drinking the water.