A strong immune system is an excellent thing to cultivate, but a strong immune system is not a foolproof answer. Any immune system can be overwhelmed by a large enough exposure to a disease organism.

To my way of thinking, drinking untreated water is a crapshoot. All wild water will contain an unknown number of organisms of unknown type. The risk that the type and number of organisms in the water you are ingesting will be sufficient to make you sick can be guessed from observable clues, like turbidity, odor, proximity to grazing, etc, but unless you have a laboratory with you, you are only making guesses.

I happen to prefer filters because I would rather remove things from my water than add chemicals to it. For me, the choice is bringing the filter and using it or doing nothing at all. Filtering may not be 100% effective, but it will certainly reduce the numbers of organisms in my water. I let my immune system deal with any organisms that escape the filter. This seems like the proper utilization of my immune system, rather than having it bear the brunt of anything and everything that wild water might contain.

How does this work out for me? So far, so good.