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I'm not going to spend all that money on an expensive pieced of equipment, and then put a cheap piece of glass in front of it. If you want an alternative way to protect your front element, use your lens hood.
Why does a filter have to be cheap? A 72mm B+W MRC filter costs $52, not exactly cheap. The 135L currently costs $900 and has ten elements. If, say, $400 of that $900 is for the construction of the lens, then the glass in the lens costs no more than $500, or an average of $50 per element. So adding a filter is not necessarily adding a cheap piece of glass on an expensive piece of glass. It adds one more piece of high quality glass of roughly equal value to the average piece of glass in the lens.
And a filter-free lens is not necessarily a pure, clean, dust-free, unobstructed lens. If a filter-free lens gets a smudge, it may require special cleaning materials which may not be instantly available. If a filtered lens gets a smudge, I can wipe it with any cloth and have a smudge-free lens. I can be shooting again in seconds. In practice, a filtered lens is easier to keep clean.
Of course the whole filter vs. no filter argument is separate from the question of whether this particular lens doesn't like filters.