The SJ-1 allows for modification of the flash output to be matched to the background scene. This is especially useful for digital cameras where "white balance" can be controlled.
For instance, when shooting with a flash under fluorescent lights the foreground will be white, but the background will still have a green cast. By using a green filter the flash output gets converted to match the rest of the scene, and the camera's White Balance setting can then be set to "Fluorescent".
The blue, yellow, red and amber filters can be used for creative lighting control, and can add dramatic colors to the image, especially when more than one flash is used.