Yes it has a filter, more like a screen. I have never changed the filter in my 05 Escape. I drain and refill the trans every 2nd or 3rd oil change. It takes about 3.5 quarts. 3.5 quarts of Mercon every couple of oil changes is no big deal cost wise and keeps newer fluid in the system. The trans is fine with over 100K miles on it. Sure beats having to remove the transaxle, open the unit, replace the filter, and then have to reseal it and reinstall it. This is also done on Toyotas, Nissans, and Hondas. Drain and fill.
And boy, do a lot of people have some warped ideas on fluids. Its kind of comical.