The Filter you have doesnt need it. When it comes to cleaning, turn the filter off and then shift the grey lever to the vertical position which will close the valve. Then you can lift the red lever which will remove the tubing assembly without any water siphoning from the the return/inlet tubing. a small amount of water will probably get pushed out from the filter itself once you remove the tubing assembly due to pressure build-up when the filter was running.
The connection valve will definitely make it easier but not required and also its another possible source of leakage in the future.