Korg Poly800/EX800 Users

No, a virtual filter wouldn't replace the existing Korg NJM with the FM mod and so on.

If going through a VST instrument, you would want the filter there to be fully open or disabled and use the Korg filter instead.

Or else combine the VST filter with normal use with a touch of the Korg Filter which would provide the analog VCF life to it.