TLDR; No they dont.

Long version; You are right. Modern films and digital sensors are highly insensitive to ultra violet and in most cases UV filters are just doing the protection job. This can be even problematic if the UV filter is of those cheap ones with no coating. This can result in lens flare, and low sharpness. This impact might be not easily detectable but exists nonetheless.

You can see the result of UV filters multiple by 19

source.

So, when you have a good DSLR or if you are using modern films, using a bad UV is a bad idea. It will do the protection but it will bring down your photo quality. Maybe you can afford a good lens protection with the money that you pay for a mediocre UV filter.

Personal opinion

I think there are some reasons that people keep on using UV filters but since I don't have any proof for them, I put them here.

Those who are doing photography for years, already have a handful of high quality UV filters and buying new equipments doesn't make sense.

I personally use UV on a very good digital body and very good lens. The reason I do so, I think is more mental! I am an old school photographer and I don't feel comfortable without a UV filter in front of my optics (I'm very well aware that this can raise some arguments).

Edit

As @Aj Henderson in the comments suggests, clear glass protections are not necessary cheaper. Although I agree that in general UVs are more expensive. With that in mind, I think there are couple of reasons that buyers are suggested to purchase a UV in place of clear glass protection. Firstly, many sellers are not aware of the fact that UV filters offer nothing to DSLRs. They suggest because they don't know. More cynically, I think another reason is commercial. Despite of Aj's valid point, while glass protections are fairly cheap, a good UV filter can cost up to 100$. So it would be more beneficial for sellers to sell you a UV.