You had to go and ask! During my undergraduate life stage I was a researcher in the field of fish parasitology before I decided to study immunology focused on autoimmune diseases for my graduate work.
Although not perfect, a small filter will remove protozoa such as Amyloodinium ocellatum (Oodinium), Cryptocaryon irritans, Brooklynella hostilis, Uronema marinum whic are probably the biggest killers in the tropical fish trade. Parasitic isopods, copepods, Turbellarians such as Paravortex, as well as parasitic Trematodes, nematodes and cestodes also are important causes of fish mortality and will similarly be trapped by a 5 micron filter.
While I agree that some of these require intermediate hosts and others may require fecal-oral transmission, cestodes in particular, and many of the worms, proper filtration will eliminate the risk of adding these eukaryotic parasites to your tank full of expensive livestock.
We aren’t really worried about bacteria or we wouldn’t add live rock to our tanks. I am not downplaying their role in disease. I don’t think we have any idea which viruses in salt water are important pathogens of the tropical fish we keep. If you are at all concerned about adding bacteria or viruses them to your tank you can use ASW, filter to 0.2microns (wont get mycoplasma or viruses) or run everything through a UV irradiator very slowly to maximize the kill (even that wont touch some bacterial cysts). They used to recommend filling a tank full of NSW and letting it sit in the dark for weeks to kill most obligate parasites before use (wont necessarily kill viruses or all bacteria). Aquaculturists will filter, add bleach and then run it through a UV filter.
Again, while not perfect for every potential pathogen, I am just saying that it is safer to use filtered water that is free of eukaryotic parasites than to risk their introduction into our tanks.
