If you use the filter, there's nothing else hanging off the back of the device except a power cord. (My old laser had a squirrel cage fan, an aquarium pump, and a chiller tethered to it at all times!)
Munching on wood with an Epilog laser will produce copious volumes of smoke, and the air assist and 400CFM blower are not trivial pieces of equipment to embed in a unit to properly quell any fires and actually extract all the air needed.