All of the answers are to the question of whether your HVAC system needs a filter. However, that's not what the wording in the question asks:
Do my AC air intake vents really need air filters?
If you're referring to filters in the return vents, that's a different question. Just in case that's actually what you're asking, let me clarify.
The air handler should have a filter in or next to the furnace that filters all of the air as it goes in. You need that and that's the only filter you should have.
Supplemental filters are sold for the registers and/or return vents. Those are a bad idea. Best case, they're thin and not dense, and don't have much air resistance. They will degrade system performance a little but aren't likely to damage it. They will accumulate some dirt and discolor over time but don't really add any useful filtration, so they're a waste of money and your system won't be as efficient.
If you add anything to the vents that does useful filtration, those will add excessive air resistance. System efficiency will suffer and it can strain the system.
The HVAC system is designed to need only the central filter, and it should do all of the required air filtration. If the central filter is not doing an adequate job, use a filter with a higher MERV rating and/or replace it more often.