I actually had this thought last night, my second brew came out really dark, and I started to worry about chill haze and if I had done enough to clarify the beer, then I thought. . . with such a dark brew who cares?
There is a very noticeable difference between a cleared stout and one that hasn't been cleared. Filtering/clearing also stabilize the beer's flavor. As far as shades of black, ask any Goth or fashion designer.
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To agree with the comments already made, the main reason larger brew companies filter their beer is not for clarity but to remove any little buggers that will affect flavor stability, or, er, drinkability.