I disagree. If you read the instruction on a Racor filter, it states fill with fuel before install.
Are the Mercury filters made by Racor?
If so, do their generic instructions apply to the filters they make to Mercury's specifications?
And in any case, the normal reason for prefilling a filter (particularly oil filters) is to prevent them from being "pulsed" by the relatively high pressure oil pump. In contrast, the electric fuel pump on the SportJets is a relatively low pressure pump. It doesn't even run all the time - it only operates for ~20-30 seconds when you first turn on the key, specifically to prime the fuel system if any part of it is empty {ahem}. After that, the pulse-driven mechanical fuel pump on the side of the engine handles all low pressure fuel flow requirements.
Obviously, do what makes you feel best. As for me, I leave my fuel filters empty for the six months they sit in storage. That's how they sit in storage on the shelf until I buy them, and I doubt they "know" they're mounted on an engine instead of still sitting in a box. There's a reason Mercury tells you to run the injection system dry, drain the VST, etc.; it's not a good idea to leave even treated gasoline sitting in an engine for months at a time.
Finally, you can't really "fill" the inline filter anyway. When the engine, and thus the mechanical fuel pump, stops running the fuel in the line naturally drains back into the fuel tank due to gravity. Not sure how you're going to keep that filter "full".
Just my (and Mercury's) $0.02.