To address your statement a little. You can change your engine oil and leave the filter on and vice versa. But I would caution against it unless you use a filter that is extremely good and filters really well.
I have pulled HUNDREDS of oil filters apart and I can tell you the good high quality ones from the cheap ones without even seeing the name on the filter. I have seen high quality filters that are run for 15k+ miles and have pulled them apart and the element was still evenly spaced, pliable and in good condition.
I just serviced a vehicle not too long ago in which the person put only 1500 miles on the oil due to the fact he was running an engine cleaner and that was what the directions recommended. He brought it to me to service and we went through it front to rear (Jeep Cherokee). I pulled his filter off and cut it open for him and after 1500 miles the element was in horrible shape. The spacing between the pleats was horrendous, and the element was so brittle it just crumbled under slight pressure.
He also had me service his other vehicle that had the oil and filter on it for a year and nearly 10k. I cut open that filter right there in front of him and the element was still evenly spaced and very flexible, did not crumble at all.
So you can leave a filter on the oil system if it is a good one and you stay within the manufactures life cycle for the filter. But also keep in mind, you will most likely change your oil and oil filter more frequently than you do the tranny fluid and filter. So it is indeed more crucial there to change the filter with a transmission service or flush. Its a whole lot of extra work to have to drop the pan and change the filter, but it is well worth it.
I hardly ever do just a pan drop on transmissions and have never had any issues from that. I always prefer a pan drop, filter change and complete flush. In a regularly serviced transmission there should be no trouble with this process.
