So much depends on your exact situation. Do you have the most use in trying or heat or cool. Which is more critical for you.
How well is the system designed, how big are the ducts, how much dirt in the house, does the additional filter have any negative effects. Probably not a one size fits all.
Mine the return ducts are huge. Have had a filter cloth type bootie over the returns. Zero negative effects on operation. Probably going to build in the ability to put a another standard filter right at the return register. I do not want to mess around ever trying to clean those ducts again. Dog hairs are not easy to catch. Mine is just a heating system.
Some homes like the mobiles, the entire return air system was a disaster. Cheap flimsy thin flex type ducts installed under the floor, too small. Many folks modified the systems so there was no return ducts, cut a hole in the utility room door and put in a screen, added a filter there. Lot of those type systems came with a filter installed on each return.
So much of it is so dependent on how something was built / being operated today. What are the alternatives if you are having some type of problem.
All depends so much on your situation. If in doubt claim your way is the only way and everybody that does not follow it will freeze to death or melt as the case may be.