Amplifier electronics are very sensitive to electrical noise in their power supplies. Adding a LC filter, (choke, capacitor) smooths the DC supply by removing unwanted signals (noise) created by other components that are connected to that power source. If a filter is not used the noise on your power supply rails can be amplified along with the video signal and transmitted to your FPV goggles or screen.
They are crazy small. I have been just permanently soldering them in line with my immersionRC vTx's and putting some heat shrink over them. For the size and money you cant beat this. I have this now on 2 planes using 2.4 video and 5.8 video with no static/lines even at full throttle. I have used it on 2s and 3s systems.