I think your answer depends on what it is you are trying to do with the firewall filter. If you are accepting the traffic with the filter, then you have essentially allowed that traffic through the flow module in the SRX for further processing. If you explicitly deny the traffic with the firewall filter, then nothing else happens - the traffic is dropped right there at the ingress interface with no further processing.
Using firewall filters for traffic filtering on the SRX is not exactly common, even in a "belts and suspenders" type of environment. In the "filtering" context, firewall filters are used as a first line of defense to prevent unnecessary processing by the flow module, or for selective stateless packet filtering where you want stateless filtering done on incoming traffic which will allow the transit traffic, but bypass the flow module altogether. In the case of selective stateless filtering, then you do need matching bi-directional input filters for the traffic on the ingress and egress interfaces.