This is about WEATHER sealing, not WATERPROOFING.
The filter won't make it waterproof, but it will help keep the weather/moisture out (slow it down). Most, if not all, Canon lenses that are weathersealed require the filter to complete it.
This is largely a function of the amount of water in the air, and the pressure it which it comes down.
Mist- a storm jacket is fine for short periods. Best if you use it with a ball cap on so that you can use the visor to help protect the open back of the camera that is very susceptible to water intrusion due to all the controls. I keep a storm jacket in my camera bag as an emergency measure since the pack down so well.
gentle Rain - trash bag is fine but can have the same problem as the storm jacket - the open back. Big problem here is condensation with the and water vapor. The camera is hot, with all the moisture in the air, it gets pretty steamy inside - nice to have a breathable material.
Solid water shots or long or hard rain- you need something that is more complete. Aquatech or Kata.
Look at it this way - how much is your camera gear worth? The warranty doesn't cover water damage. Now - if you want to shoot in the rain/wet, it is worth getting serious about the protection.
J