let me be the first to say being in the HVAC trade, running any type of AC unit without a filter is a no no.
Automotive and or Home/business use the same basic design, and not having a filter to trap the dirt, hairs, alergens etc., it will just build up on the coil and cause your compressor to over work and or fail.
Buy the filters,change them they are the cheaper item to replace in the HVAC system
And the minor loss of air flow from the filter shouldnt be too bad that the normal person would notice.