Indeed. As I said, all the DPs I know of that have tried it have loved it. And one (apologies to all ACs) has told me that he happily uses them, since he gets the better picture and changing the filters is what the AC is for.
Now - if you have an Optimo 24-290 with matte box and three motors on there, it will take a little while to remove all that stuff and then change the filter, granted. This is why some DPs will set a base ND with the ARRI internal FSND, and then fine tune with NDs in the matte box. The beauty of this approach is that you can use external NDs lower than ND 1.2, which is where they usually start showing color balance shifts.