Why? That takes way more fuel, and time.
Last time I was out the time to melt a pot of water was probably 15 min? Added time to boil was maybe 4. I guess a filter might pay for itself in weight if your out for a several days in the snow and need to melt a great deal, but for an overnight trip for 2-4 people I'd leave it at home. Not to mention if the snow isn't yellow or brown, exactly how critical do you think filtering / boiling is?
Not at all. That was my point. Shit, I've never boiled, filtered, or iodined water anywhere in the Cascades.