It's really true for the filters.
Lenses and big ticket items are generally very standard item and has a very well known standard price. So if you do a bit of research, you know very close price and then call different shops for the best price and you are very certain that you are not ripped off!!
However, the scene is completely different for filters, first there is not really any standard price to compare with and further complicated by different versions of the same filter. for example, the same 77mm Hoya UV comes in so many versions(slim, pro, pro-d...), in so many packages(all sort of colors!!), from so many channels(grey, white, black) and from so many sources (God knows!!). I have reason to believe that many of those are simply FAKE, just a junk glass piece!!. So the apparently similar Hoya 77mm UV may cost you anything between $30 to $100+ Mind that Hoya and BW are so called standard!! think about all those non or semi standard brands!!
I personally never buy filter along with big ticket items!! a very potential trap to rip you off!! I buy filter separately, generally from OP or MS. I checked with AP Sim Lim and price quoted was always absurd price!!
I would not say that I got the best prices from OP or MS... but I can definitely say that I was not completely ripped off by them. Sometime I win and sometime they win!!