This is an observation made by many when they start to shoot in raw after being used to JPEG.

You have to understand that what you see with a raw image is exactly what came off the sensor when you took the picture.

Digital cameras provide all kinds of on board post processing such as noise reduction, sharpening, saturation and contrast settings which are applied to the raw data prior to creating a JPEG image file.

With raw files, none of this is applied so the image you see on the computer is very often flatter and softer than the JPEG would have been or what you saw on the camera itself.

This is another reason for the confusion, most cameras apply the post processing to the image that is shown on the cameras LCD which also leads to disappointment when first seeing a raw file on your computer.

Raw is provided as a format because it captures every piece of data coming from the sensor in order for you to apply your own post processing on your computer in order to get the best final result. This means that to get the contrasty sometimes over saturated results often seen with JPEG output, especially from entry level DSLRs, requires you replicate the in camera image processing settings on your computer in the raw processing software.

This is the beauty of raw, it allows the most post processing possibilities but does require almost every image to have some work put into it.

Filters in front of the camera will affect the raw output because they change the light falling on the sensor so a polarizing filter will change the output.