I don't know how this can be done without us changing JMP itself, or by creating an addin that includes a custom launch script for every platform.
I would like to ask a couple of questions to better understand.
1. Are you looking to automatically add a local data filter or a global data filter? The global data filter will affect all platforms, while the local data filter will be specific to the window(platform) being launched.
2. Even if you add a filter automatically, you will still need to configure it before it is useful. For example, you would need to pick what column(s) to filter. Is that OK or would you like to be able to preconfigure the filter too?
I'm updating this reply, because I think I now know what you mean by "filter". You want to automatically add a filter to the column selector, right? This has been requested and is being worked on for JMP 15. Unfortunately, I don't think there is a way to do it in earlier versions.