Yes, I change it every time on every vehicle I own/have owned. The way I look at it is like this: It's cheap insurance and I'm already under the car draining the oil.
I change mine every time as well but I've always found it odd that there is a cut out in the splash guard for the oil drain plug.. but you have to remove the splash guard to access the filter.
I thought about this though I get so much oil drain when the filter comes out I just take off the splash guard. Though the Fumoto quick valve is definitely handy to have to drain.That is weird.. I've never had to remove it to change the filter on either of my Subarus. There is an access hole just large enough to put your hand through, unscrew the filter, and drop it down and out underneath the car.
Not the case with 2015 WRX+ . . . the oil filter is ridiculously easy to access . . . . just lift the hood and spin off the oil filter. It sure beats my old 4Runner which required a contortionist to change out the filter.I change mine every time as well but I've always found it odd that there is a cut out in the splash guard for the oil drain plug.. but you have to remove the splash guard to access the filter.