The reason that we filter Potassium Permanganate with Glass Wool is to retain any presence of MnO[sub]2[/sub]that may drop out of solution during filtration. If you use filter paper you will capture some of the KMnO[sub]4[/sub] and this in turn, will oxidise rendering your concentration slightly wrong.
so.. the answer is “ to retain any presence of MnO[sub]2[/sub]that may drop out of solution during filtration.”
hope this helps!