Brian,
I don't know if this is the usual situation, but the few lenses I've owned that supported drop-in filters incorporated the filter into the lens design. There was no option for "no filter at all". If you didn't want some particular filter effect, there was a clear (to my eyes, at least) piece of glass that you dropped in. The instructions warned that using the lens with no filter would produce fuzzy images.
In such a lens, I don't think you'd want to add a front filter if you had a drop-in that could produce the effect you're looking for, since you'll have two additional air-glass interfaces and increased possibilities for flare, plus whatever optical losses (losses over what; that's a little tricky since the filter is part of the lens design) you've already incurred with the drop-in.
Jim