If there is not another intake besides the one with filter,no filter is necessary in handler slot. Having said that, if you are using fiberglass filters,I'd like to suggest you try something. Install a Merv 8 pleated filter in the handler. You will see that dirt and lint go right through the fiberglass and is caught by the pleat. All the dirt and lint caught by pleat would otherwise stick to coils drasticly reducing efficiency of hvac system. That should convince you to use pleated filters from here on.

One of my heating guys suggested I put the 2" filter in the airhandler and simpler filters (just to keep the dust out of the ducts) on the various intake grills. He said the airflow through the system would be better for the same air quality. Don't know if he was just blowing smoke or not.