Your goal as a parent, striving to protect your kids online, should not simply be to have them avoid bad content. As your child matures, you need to start preparing them for a world on their own. A world where they move out of your home, have their own electronic devices, etc. So, how do you do this? You need to ease up on the protections that block content (ie, filters/blockers/screen time/etc), and double down on protections that monitor behavior.
By monitoring their behavior you can coach your child to responsible internet use. If they show they aren't mature/responsible enough yet, then bring the filters/blockers/screen limit solutions back to the device.
In short, your goal as a parent is to prepare your child for the world. Don't just wrap them in a bubble. Of course, if your child is wise enough to voluntarily choose to keep the bubble on (ie, chooses to use a web filter voluntarily), I think that shows you did an awesome job preparing them and I wouldn't stop them from using the filter.
Just some thoughts!