It isn't like no one knew about the filter. The filter has been a well known part of lego rock band for a very long time. Plus the back of the game states that it supports family friendly settings, not family friendly options.
Personally I would also have prefered the option to turn the filter on and off, but then the rating would have went up to teen, and the game was designed to be kid friendly, so the family could play rock band together without having the kids see things like "number of the beast", and "Highway to Hell" on their screen.
Chances are there will be other songs that are currently playable in Lego soon disappearing, such as Fat Bottem girls and all the Iron Maiden songs, because they are listed under the title of Flight 666. Which really shouldn't be showing up in Lego, IMO.
Anyways, I personally would prefer to play all the songs in Rock Band 2 anyhow over playing in Lego.