I must admit I never filter my sloe gin, but suspect that those that need things to look great might well do so!! If there is a bit of sediment - all the more likely if you do my zap in the freezer method cos things then get a bit squashy!!! - then it settles to the bottom and give a clear drink...you can always use the 'dregs' on vanilla ice cream!!
Recipe: 1lb berries, 8oz castor sugar, 1 litre gin. Prick berries, put in an empty bottle, add sugar - this should take you to about half way up the bottle. Top up bottle with gin, seal bottle. Shake once day for a week, to dissolve sugar. Store for at least 3 months in COOL DARK place.
Stored my first bottle near to a radiator, and it exploded - berries everywhere, and a very sticky carpet! Now making a massive batch in a demi-john.