"Why?" Well, home organs like the Technics EX15L transmit CC 123 (panic/all notes off) when you lift all your fingers off the keybed. There's no setting on the keyboard to turn this off. I often play an Arturia standalone instrument as an "idea sketchpad" rather than going to the trouble of opening my DAW, which I believe is the purpose of having standalone apps in the first place. But the app is useless if the releases of all notes get cut off whenever the app receives CC 123. Arturia has not implemented a clean panic function, so all sounding voices click loudly when they cut off. It is incredibly distracting.
Besides, there are likely other situations (such as layering instruments within Analog Lab) in which you'd want one specific CC or set of messages to go to one instrument and not to another without making tweaks to the patch, in which case MIDI filtering would be highly useful, so MIDI filtering options in general would be good for all standalone apps.
