Most refrigerators here come with a built-in filter now at least to make ice. And often using a fridge filter or one that attaches to the sink tap is something anyone can do themselves, whereas an under the sink or whole-house system is something many people would hire someone to put in. So it’s probably a combination of convenience and cost.
We are on a well, so we have a whole-house filter system. But our fridge still came with a filter for its built-in tap.
That is a thing, but I know of exactly one person personally that has that. Most people here just have screw on filters that goes on their sink tap, or a fridge with a water dispenser, which already needs a water line for exactly the reason you guessed, ice cubes.
Some fancy ones have a tube that hooks up to a water supply, which can be used to make ice, or routed to dispense slightly cooler water than you'd get from the tap. Typically, you would want that filtered, and pretty much all new fridges with a water hookup are filtered.
Very convenient in a lot of ways, but I'm not a fan personally. Most people don't change the filters often enough, and there's really no way to clean things enough for my satisfaction.
But it is very, very convenient to have an ice dispenser and cool water in one place.
There's really nothing to clean outside the filters though, it's just a water line that's being regularly flushed.
My mom always recommended against them because she heard they were the first thing to break but the one on our rented fridge has been running continuously for 10 years now and I don't think I can go back to not having an ice maker.