The oil filter can filter out some foreign particles (metals etc.), meaning it keeps the oil clean, but it can do nothing about the viscosity and other features of the oil.
In Honda 110, I used to change the oil at 1000 kms. in Lahore and at 800kms. in Islamabad, because of rides to Pir Suhawa and Murree/Galiat. In my GS150, I use Caltex Havoline (Black bottle), and change it at 1000kms. If I go to Thandiani after 800kms. of oil change it shows signs of heating up a bit early, after 900kms. the performance also starts to deteriorate, for normal road rides it doesn't matter even after 1100kms. For Lahore, using any normal oil, the interval can be 1200kms. but you will have to be careful after 1000kms. I'm not sure how big a role does the Lahore fine dust play, but it could also be a factor.
If you use a better fully synthetic multi-grade oil (JASO-MA certified), the oil change interval should be significantly higher and it may cost you the same for per 1000kms. of use. (Meaning, suppose the oil you use is Rs.330/Litre and you change it at 1000kms. and when you use a synthetic oil costing Rs.1000/Litre and you change it after 3000kms. the per 1000kms. cost is Rs.333.) In reality it wouldn't be as simple and you will have to decide if the extra cost is worth the extra protection. Sometimes it just makes more financial sense if you use a normal local oil and change it early for extra protection.