Required? I would be leery of any steam generator that requires
a filter. None of the industry's leading manufacturers have this as a requirement and this would make me think the system in question may be more "fragile" than industry standards.
Now water quality is
a factor for every steam generator out there. Poor water quality will eventually affect your generator's performance, even to the point of having to replace the generator. This is why all of the leading manufacturers offer drain systems for routine maintenance and have water quality recommendations. This is no different than with your hot water heater
If you have a water filter already installed, you are probably fine but I would recommend that you call a Steam Shower Specialist
to review your installation and verify your needs, if any.