A couple of reasons:

1. You protect the lens from such things as water spots, dust scratches when you clean the lens, and accidents which would just break a $10 dollar filter, and not scar a $50-100 dollar replacement lens.

2. You can color correct the camera for bad light conditions, such as the greenish hue of flouresent lights.

3. My advice would be to get an 1A "Skylight" filter, which should screw into the inner rim of your cameras lens. It is a light pink color to look through, costs about $10 to buy, can color correct for tube lights, and is cheap insurance. This is also true for any SLR type cameras, or automatics with a screw rim on the lens tube.