No filter on furnace

Please excuse my ignorance on the subject, as I come from a country with no seasons.

I'm trying to figure out why our master bedroom is so much colder than the rest of the house (Ecobee reports it at 63 when the rest of the house can be >69), and I saw in the manual for my unit, Bryant 661S, that I should check the filter on the furnace. So I went to do that today and there's no filter!?! Based on what the manual says, that seems like a very bad thing, am I correct? Do I need to contact service ASAP?

Thanks!

submitted by /u/juanpg
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