I suppose I read your post too quickly, my apologies.
As for why the cabin filters weren't implemented since 2001 - are you sure it wasn't just part of an option? I know some 1996-2004 Pathfinders don't come with cabin air filters, but I have no idea whether it was installed as part of an option or whether it differed by year. I know of one person with a 2002 LE who doesn't have one installed, but I don't know what options he has.
Air quality is obviously the largest reason to install a cabin air filter. They probably help quite a bit if one has allergies. The filters can also help in preventing debris from clogging up the evaporator core and potentially damaging it and causing a leak. Here's one such example from a 1991 Pathfinder:
