Why the filter matters
The oil filter’s job is to clean the oil as it circulates. It catches metal particles from normal wear, dirt, and combustion by-products before they can reach bearings and other close-tolerance parts. As the engine runs, the filter media gradually loads up with this debris. A fresh filter has plenty of capacity; an older one has less, and once it nears its limit some designs open a bypass valve so oil keeps flowing even though it is no longer being filtered as thoroughly.
A used filter also holds a small amount of oil inside it. When you drain and refill the engine but leave the old filter in place, that retained oil is dirty and mixes back into your fresh oil. It is a modest amount, but it works against the whole point of changing the oil.
What most manufacturers recommend
For these reasons, most manufacturers specify a new oil filter at every oil change, and the filter change is built into the standard service procedure. Replacing both together keeps filtration capacity and oil quality aligned, rather than pairing fresh oil with a partly spent filter.
The risk of routinely skipping the filter is not usually dramatic in the short term, but over many changes you are running the engine on oil that is less effectively cleaned and slightly contaminated from the start. Cumulatively, that can mean more wear than necessary.
The practical answer is to follow your owner’s manual. It will state the oil change interval, the correct filter part or specification, and whether the maker treats the filter as a per-change item. Some specialized or extended-interval services may differ, so the manual is the authority for your specific car. When in doubt, fitting a new filter with every oil change is the conservative, widely recommended choice.