Hello,
This lens comes with two filters in the box (same as the 500 4.5, both use the same filter holder and filters). One is a cricular polarizing filter, the other a plain clear filter. If I remember correctly the plain filter should be in place when using the lens, unless it is switched with the polarizer. My understanding is that it is part of the optical design to have a filter in place. Nor sure how much of a difference it makes if the plain filter is left out and the holder is left empty.
On the sigma website you may be able to find and download the user manual for this lens for clarification.
UH