Right. And if the weighting of the light captured is altered at the sensor level then reversing it or altering it after the fact wouldn't be possible. Or at least would be much more difficult. The choice of in camera white balance doesn't affect the exposure or light captured. A colour filter on the lens would affect both. I don't think I have any colour filters tucked away in the deep, dark recesses of my office (I'm actually kind of afraid to look for fear of what else might be in there - who knows, I might find Jimmy Hoffa) so I can't experiment but I think I might have some old shots in my library so let me see what I can find.
OK, here's an example. One shot has no filter on the lens. The other, of essentially the same scene, has a Cokin 007 which is a very deep red/quasi-IR filter. Both have the same White Balance of 4100. The information captured at the sensor is altered with the filtered image. There's no way this could be corrected for in a RAW converter. Using a warming, cooling or other colour filter on the lens would cause the same type of alteration of information captured at the sensor level to a lesser degree. The filtered images have a 'white balance', really a colour cast that's locked in and can't be altered so it can't be stripped out by the profiling software. Whereas if the WB is just in the metadata and isn't locked in via a colour cast, it can be stripped out. This is why you can't create a camera profile from a JPEG file, the WB is locked in and impacts the colours in the image.