Oil not only lubricates but cleans and cools. As it is compressed and heated by close tolerance bearings etc, it chemically changes and is no longer as good as it once was. Filtering does nothing to the actual oil, it only removes loose particualte matter.
Oil change intervals are, like cam belt intervals, primarily designed around the requirements of fleet operators .. the biggest buyers of cars by far. They require long intervals between services to reduce costs, and don't care about the long-term damage done to the cars, after all , they will be long gone by then.
Most of us are running higher mileage cars, by definition, so a little TLC goes a long, long way. The best PREVENTATIVE maintenance is an oil change ... new oil will not block breathers, will not congeal, will clean bearing surfaces, and will run cooler at the point of contact.
I could actually argue against you .. change the oil and leave the filter !!!, after all, new oil does not need filtering !!!!
As previously said .. an oil/filter change can be done for less than £15, 3000 miles is, for most people, in excess of 3 months, but at worst its 4 changes a year .... £60 a year on prevention that might save you an awful lot more than trying to fix things.
Just my opinion thats all, BTW ..