The highest risk to image quality is using a filter and shooting toward the sun or similar bright light.
What you are likely indirectly referring to is that the longer faster telephoto lenses have a miniscus front element -
for a reason.
Conventional multi coating is only effective close to an angle of 90° to a glass surface.
Highlights reflected off
the mirror-shiny sensor surface forward through the lens elements can and sometimes are reflected of the rear of a lens element at the wrong angle, back toward the sensor, creating an out of original alignment highlight image in the image.
The front element of a lens is designed to receive light at whatever the angle of view of the lens is - which is often very different to parallel to the sensor surfaces of a screw in filter.
Conventional screw-in filters are not meniscus shaped and can increase the risk of highlight detail reflected off the sensor reaching the rear of the screw-in filter at an angle some way from 90 degrees and being reflected back toward the sensor with risk of either double highlight or a slight reduction of contrast affecting the image.
Miniscus (slightly curved) front elements on several long Nikon and Canon and I presume Sony lenses are slightly curve shaped to allow highlight detail reflected off the sensor to pass harmlessly through the front element rather than back toward the sensor.
As light entering the front of a long focal length lens is close to the optical axis only a modest meniscus curve is needed, I presume making a miniscus relatively easy to design and manufacture.
I doubt a screw-in minisus for a lens like a 24-120 can be successfully designed as different curves would be needed for different focal lengths.
Using pol filters is unlikely to an issue - as they only work well with the sun
not in front of the camera.
Going back moderately in time I found when Nikon introduced nano coating flare issues shooting toward the sun were significantly reduced.
Although I do not normally use front screw in filters I speculate there are fewer screw-in front filter issues with nano coated lenses.
Some hard cut screw-in UV filters absorbl light shorter than about 440nm - and can prevent a little blue and some purple colour being recorded.
Clear filters do not have this issue - though the still have the sometimes double highlight or contrast reducing effect of a rear surface parallel to the sensor in front of the front element.
As digital sensors are much, much more reflective than film (except polaroid 35mm when it was around) negative image issues using filters is distinctly greater shooting digital than film.
Whether to regard front filters as a worthwhile investment even though they are generally close to useless for realistic front element protection, can cost more than insurance that financially protects the entire lenses, and can sometimes degrade image quality (a lot if cheap and not optical glass) is personal choice.