Dear Stan,
Without tasting the wine it is difficult to tell what is in your wine. My first thought was H2S but you say it was removed after filtering. Therefore it sounds more like an organic material that is being taken out in the filter. To answer your second question, yes, a filter will remove some desirables as well, but in your case it seems there is an overall improvement. Also I would doubt at the #2 level filter you are taking out any good stuff. Sounds like the "goobers" you are removing are the source for the smell.
Bob Herold
Winemaker, M&M Wine Grape