There simply isn't enough room for a filter there. If a filter that small is made fine enough to capture small particles it would require more power and noise from the cabin fan and would also clog quickly and need frequent replacement.
A coarse filter would work but then why bother if fine filters are needed downstream anyway?
The Model Y originally leveraged this Model 3 legacy design for simplicity but with more available space they added a
cowl mounted filter in July.
But if there isn't room for a huge HEPA filter there's really no advantage to putting a filter in the cowl since there's plenty of space available for a regular filter under the dash anyway - which is conveniently located *after* the fan so that it can absorb some of the noise.
Also note that is a wet location so a filter will generate mold and perform poorly when wet, you'd be
better off with a screen if you're concerned with foliage buildup