Air conditioner filters are important for this area because of the obvious dirt (you can see in the background behind Beth) that blows during the fall and winter months. This video talks about the differences of a regular filter that would catch very little dust versus a quality air filter that would catch a lot of dust.
This is important to West Texas home owners because thosethat have bad allergies (like me!) need a good air filter for their home. A pleated air filter, like the one in the video, has a higher than normal MERV rating (which means it will catch a lot more dust than a standard air filter.) The brown air filter is your standard filter which is only going to catch the big dust particles. For this area standard air filters are not recommended. You can obviously see the difference (in the video) when I hold them up to the window and the fact that I can see the blinds and my truck though the standard air filter is not good.
If you make a small investment and buy a better quality air filter then you just might notice a difference in your allergies and less dust in your home. Last but not least, remember to change your filter(s) regularly (every 6 months is not often enough!)