Yes. Filter paper can confer an unpleasant flavour and the process exposes the wine to too much air, risking infection and over oxidation. Usually, modern finings (such as Clear It) will eliminate the need for filtering. If not treated with sulphite, rhubarb wine has a tendency to undergo a malo-lactic fermentation in the bottle, causing popped corks or leaky screw tops.
Last year I made a wine with rhubarb, apple juice and sultanas. Despite my best efforts it refused to clear but eventually did so after a year.