I think you're right. The rather basic DAC in the Amiga doesn't do any oversampling, which would reduce aliasing artifacts. So they just bunged the hard filter in there instead. Then on top of that a toggleable filter to reduce high frequencies even further, useful for certain sounds which alias strongly (like the engine revving in stunt car racer)
Thankfully the A1200/4000 doesn't have this restriction and they sound much brighter, and I find the aliasing a welcome part of the Amiga's characteristic sound.