The limitation of spam filters is false positives. For most people it's probably not a big deal to have one or two messages land in the spam filter .. then someone follows up and says "Hey did you get that legit email I tried to send you? I haven't heard back." But for certain business accounts, the amount of spam + false positives can get to unmanageable levels, where important emails are flagged as spam and left undiscovered because sifting through the spam folder regularly is as time consuming and annoying as if the spam just went straight to inbox.
My point is that it's still valuable to try and reduce the overall volume of spam. Spam filters are another angle of attack. Spam is a tough enough problem that it's always worth throwing multiple solutions at it, each good at solving a separate slice of the overall problem.