Only saying that as one stops down, the radius of use of all the elements stops down too. At 5.6 you need the full front element. At f/22, the image is no longer in the outer fringes of the glass. Those rays are blocked at the iris. Therefore, filtering those rays does not matter.

Nice to have full aperture to focus, but filters need not be full coverage if you are stopped down. Especially good with gels as you can get them close to front element.