Generally, any filter placed before the pump inlet has to have a large micron rating. The reason is that a fine filter would lower pressure in the inlet, which can cause the fuel to vaporize. This is called vapor lock in gasoline cars I'm not sure it ever gets that bad in a diesel, but if you hear somebody complaining about bubbles in the fuel, it may not be air. This is why fuel injected cars often have the pump inside the tank. Some Mercedes have the pump below the level of the tank, all the way at the rear of the car. This keeps the inlet run short and uses the weight of the fuel to keep it pressurized. A high micron rating doesn't hurt because pumps are generally insensitive to small stuff.

If you place the fine filter after the pump, fuel passing through the filter is pressurized, which will prevent vaporization. And son of a gun, that's exactly what Mercedes did. Now you know why.