Evidently, the sensors now being produced include a built in constant voltage supply, which negates the need of any external filtering. See this datasheet of a sharp sensor I recently used, and this datasheet of the PNA4602M from panasonic that he is using.
Your right most of them now don't need any more then 5 volts to work I have some Simmons it tell you not to use any filtering and the only time you may need filtering is if your power supply needs it.