It's probably to make it harder for the player, if you could buy filters all of the time you wouldn't have to worry about scavenging them. It encourages exploration and careful management of supplies.
Toshi got it spot-on. But I guess it is also due to the fact that most people probably wouldn't sell the filters if they had them anyway... even if they weren't going to venture onto the surface, they would just keep them out of paranoia.
