When you connect to a relay, you should logically expect you’ll be getting all the notes it broadcasts. So if you already have a connection to a high quality maintained relay, like filter.nostr.wine, you don’t need to connect to a general purpose relay.

Obviously, there are special cases, like curated relays, like the ones Artur mentions in his post above or specialized relays, e.g. the ones operated by your local community, which are not being monitored by the paid filter relay you are using.

You can find out more about relays in my post here: https://lnshort.it/nostr-relays