Line filters both keep noise OUT of your device, and keep noise that your device makes from getting out. Mainly of the EMI type.
A quote from wiki:
A line filter may be used to attenuate EMI in either direction. For example: Emissions: It may be used to reduce the unintentional conducted emission from the equipment, to a level sufficiently low to pass regulatory limits (such as FCC part 15). For example, in switching power supplies.
Immunity: It may be used to reduce the level of EMI entering the equipment, to a level sufficiently low not to cause any undesired behavior. For example, in equipment used in Radio Transmitter facilities.
As soon as she said RFI I laughed, and then the donkey agreed. I busted a gut!