Hm, it is more a question of logic rather than language.
"The mails are filtered." would mean, all mails are subjected to a filter, some of them will pass through, some not. That would make sense.
"The spam mails are filtered" would mean the same: Some pass, some not. However, that is not the intention (though it happens, actually)
"The spam mails are filtered out." implies that all mails are subjected to a filter and only the spam mails will not pass. Thus, the spam is filtered OUT.
Kajjo