If they forgot to install the filter and you happen to notice that you are getting TV channels and watch them, I hardly doubt they could bust you for it... but, if you go modifying their filter etc, that is illegal.
I have a filter on my line. A couple of the channels are watchable, but they are blurry... most of them are way to bad to watch. I have direcTV anyway, so even a good cable signal is a joke compared to digital.