Not changing the filter accomplishes a couple of things:
1. Saves you about $4.00.
2. Adds about 1 quart of dirty oil to 4 quarts of clean.
3. Ensures that much if not all of the oil runs through the bypass instead of the filter as the filter gets plugged up.
That said, I'm not sure about Ford but I worked at a GM dealer in the early-80's and GM at the time was calling for 7500 mile oil changes and a filter every 15,000, mostly so they could advertise a low cost of operation on their cars. However if you read the manual and severe service schedule of 3000 mile oil and filter changes, you would see that almost everyone qualified for severe service.
By the time any long-term damage reared its head you were off warranty and GM didn't give a hoot.
At my dealership we'd always change the filter with the oil. For all it costs there's no point in skipping it.
Reminds me too, I was having a chat with a service writer at the Ford dealer last week who informed me that waiting 100,000 miles for spark plugs as per the manual can be a bad idea, especially if you have aluminum heads. The plugs sieze into the heads real well and no matter how careful you are it's possible to strip the threads out of the head.