You don't see many filters on steering systems for two reasons:
1: there are not many ways for dirt to get in
2: its cheaper that way
countrybumpkin will get some dirt into his system through the ram seals, which are in the mud and dirt.
One caution though, you may blow your hose off due to cold oil causing too much resistance in the filter. Make sure it is secure so you don't loose your steering while you are driving.
ISZ