Probably not, as long as they weren't permitted to plug up. In some systems, that's where the filter is installed. If you're doing demolition or construction work in the house, it might even be advisable to do as you propose.
thank you for the quick reply..
just replaced the furnace filter ..leading from furnace to ducting..at the furnace...
and walking out this morning..wondered if it might help keep dust and cat hair out of the furnace to lay filters over the air intakes..