Your Condensate Drain can Clog Up
Of course, the coils aren't the only things that dust can foul up inside your AC. There are also lesser problems that may occur before your AC freezes over completely. The condensate drain, for example, is the small drain leading out of your AC unit that takes away the water that condenses on the coils and then drips into the pan at the bottom of the unit. When dust is allowed to mix with the condensate water, it can form a sludge rather than a clean trickle. This sludge is often thick enough to clog the small condensate drain partially or completely. And when this happens, water will build up inside your AC until it damages the electricals above the catch pan.
Your AC May Overheat and Fail
If the dust builds up in a way that restricts airflow into or out of your AC, this can cause a different kind of temperature problem. Rather than preventing your coolant coils from warming up, you can trap too much heat inside the AC causing it to overheat and shut down. Overheating can be even more harmful to your unit than freezing because it can fry other circuits and parts inside your AC system.
Mold Can Start Growing in the AC System
Believe it or not, that filter was also protecting you from household mold. Mold spores are always in the air. They are a natural part of any living ecosystem, meant to alight on dead wood and other natural materials and slowly break them down into soil. But mold spores inside your house will try to break down your home, furniture, and laundry into soil while releasing human-toxic spores into the air to make more mold to finish the job. Your old air filter used to keep mold spores out of the AC system and vents. But now, without it, those spores are traveling all through your home. And anywhere they find moisture in the vents or even inside your AC unit, mold can grow.
Your Power Bill Will Rise
Finally, and this may be the first thing you notice, your power bill will go up. No matter what goes wrong with leaving your AC filter-free for an extended time, it will definitely affect your power bill. If your AC can't draw air, it will try harder which will burn energy. If your coils are becoming coated in dust preventing the air from cooling, your AC will work harder to pump cold air and burn more energy. So if you see your power bill unusually high and you're running without a filter, that's the reason.