I'm using a noise filter because I had it laying around, and plasma are reportedly noisy (electrically). I also have one on my mill, mostly to stop the VFD from causing noise back in to the mains.
In the UB1 manual example, the servo drive are line-powered and may be sensitive to noise in the mains. Your stepper drives are powered through an AC/DC power supply and (I think) the power supply reduces line noise.
The drive enable/fault scheme can be used to signal UCCNC and the other drives that one drive has quit working. I elected to use this feature in my plasma build as I didn't want one gantry motor faulting and the other end of the gantry trying to keep going. My mill does not have this feature and if a motor faults or a stepper loses steps, UCCNC and the other drives keep going.
Your needs/design may, of course, be different.