Once you understand the Shortcode API and how filters work, it’s easy to implement them in WordPress.
And when you’re able to mix the two, you can do much more than usual than when they are operating independently of one another.
Specifically, you can filter data that are in the result of the shortcode, and this can be especially useful for other developers. If you’re familiar with implementing custom filters, then doing this within the context of a short code isn’t much different.
But if you’ve never used either the shortcode API or the functionality before, it’s still easy to do.