Same problem here. I have a 06 Greyhawk 31SS and I am baffled as to where the filter is located. Of course, the owners' manual is too non-specific to provide that information.
After my problems with the non-existant heat/ac thermostat, one of my previous owners might have removed the filter along with the thermostat.
No kidding on the owners manual it's all but worthless when it comes to finding something. I'm thinking that there isn't a water filter, I didn't "un-Bypass" it this summer so if it's there it's still bypassed.
My fk has the filter located the the rear outside storage compartment. You have to unscrew the wood panel to access it. My dealer showed it to me and didnt install the filter. Stated i didnt need it since i would be using bottled water for drinking. Seems to be easier without