When you change your engine oil you should always change your oil filter as well.
When your oil gets dirty and needs changed the dirty oil will clog the oil filter as well so if you do not change your oil filter then your new oil will also get contaminated which would then cause your engine to suffer damage to the bearings.
So when you change the oil always change the oil filter as well since the oil filters are cheap and will save you from damaging your engine.
There's no good reason to leave the old oil filter on and when the oil filter becomes clogged the oil will not circulate properly through the filter and engine.
This then leads to a loss of oil pressure or even a high oil pressure problem which can then blow out oil seals.
Every 3,000 to 5,000 miles you should change your engine oil and oil filter to make your engine last as long as possible.
The cost of oil and oil filter is much cheaper than buying a new car or new engine because of damage to the engine.