On Tue, 5 Sep 2017 05:19:56 -0700 (PDT), TimR
wrote:

The purpose of the filter is to protect your coils or heat exchanger, not to clean the air for humans.

It seems reasonable to me that a dirty filter will catch more dust than a clean filter and be better for your coils, up until the point it impedes air flow.
Which is just before it gets dirty enough for the extra dirt to
improve filtration.