Filters are bad because they introduce phase problems, frequency response anomalies above their bandpass, added noise to the signal, etc. Woofer pumping is bad because it reduces the dynamic range, introduces distortion, reduces transparency, etc. Which problem is worst depends upon the specific system, music preferences, room modes and listener likes/dislikes.
If the pumping is caused by cartridge/tonearm or turntable suspension/placement issues, then they should be addressed first before resorting to a filter. If the pumping is a result of problems inherent in the recording, then a filter is an optimal solution. As with all things audiophile, some filters are better than others.
BTW, one of the first things taught to audio engineers is bandwidth filtering. When recording an instrument you want to get rid sound below and above the frequency range of the instrument. It's considered a sign of a well engineered recording.
