I changed the AT filter 2005 V6 recently. It does have a filter.
Google Majesticforthe part illustration. Use the 4DR EX V6 and Transmission.
Look for the filter, O ring, gasket under AT Oil Level Gauge ATF Pipe
In the car, look under the throttle body for an object about 3.5 inches diameter by 3 inches deep with two 1/2 coolant hoses attached.
That is the ATF Warmer. The Warmer is attached to a plate and the filter is cast as one part. The filter is at the end of a bridge by about3 inches under the air intake box.

Interference items are a problem and the filter 6 o'clock bolt is interference to a nearby line.
The filter is about 2.7 inches high by 2.2 inches in diameter. Large shot glass size.
Whenremoved at 27.8k miles it was heavily coated in black friction material. No steel or other debris.
The filter has a bypass and my guess is that it was bypassing. Significant restriction to flow.

PS: Thismodel does not have an ATF radiator coolerbuilt into the bottom of the radiator.