Are air filters necessary on Pitot, static or TE lines?

Some are dust/dirt/water filters. In general, the bigger the better so a dirt load is minimal to flow. Keep in mind, some use them to keep out bugs of various kinds.

Also, some are "gust filters" (online sources can define way better than I....). The basic purpose is to limit big changes in pressure in the downstream tubing......thus "gust filters".
You may have a dirt filter as well as a gust filter in the same tubing hose.