The application circuit is for the sensor, so any microcontroller could be used, and other than the voltage the power supply isn't specified either. Some power supplies will be noisy, and most microcontrollers take current spike of some sort, resulting in noise on their supply rails. The sensor manufacturer will add the filter components to increase the chances of the sensor working.
However it's not at all clear what increase that gives. It could be that there is no improvement if the supply is well regulated and the microcontroller has generous decoupling capacitors, or it could be that in many real-world situations the sensor fail often without the filter.
Many of the IR receivers will be fitted on devices like TVs that can connect to other devices, and it's impossible to predict exactly what the noise will be like when in use, so the manufacturers will play safe. If you want to run your one Arduino-based device without a filter, you're risking very little, as you can easily go back and add a filter if you need it.