Is there a reason to prefer that the camera applies these effects at capture time, rather than doing it later in a photo management program like Lightroom or Apple Photos?
This is a good question and I was actually thinking about this today. The filters are on camera but you can actually get some filters for the X100V on Lightroom a well. I think the on-camera filters and the filters you can use w/ Lightroom are specifically meant for the RAW files off of the X100V. I am not sure you can apply them to let's say Canon's RAW files, but I haven't tried.
Shooting jpeg and using the out of camera images is a different workflow from shooting raw and fiddling with them in post.