Same here. With Olympus MFT (and I assume other mirrorless cams) you can set mode to B&W so that the images that appear in the EVF and LCD appear in grayscale. But if you set capture to RAW, you still obtain the RAW file. I convert it to B&W later in Affinity Photo, more filter options. I do it this way primarily because I'm lousy at visualizing scenes in B&W, I lost whatever minimal aptitude I had for that decades ago, so seeing the image in the viewfinder that way is a big help. Purists may scoff.
With most Olympus bodies, you can also select "filters" in the menu (yellow, red, etc) and get that baked in to a final JPG if you're not shooting RAW. I haven't tried that yet, been meaning to, but then you're a bit more limited in what you can do in post because they're JPGs, but that's fine in many circumstances.
What I haven't determined yet, because I haven't done much B&W, is whether the filter settings in the B&W menu get baked into the RAW file or not. I suspect not, but it's still useful to see the effect in the viewfinder.
