Skip,
I have three pools.. One of them has a large cartridge filter and the other two have DE filter.. All three have tiny "floaties" that can only be seen at night with the light on. I'm sure it is somewhat subjective, but I can't tell any difference in the water quality, or sheen, between all three pools.
I don't know of anyone that has tried your idea, but other that an increase in backpressure, I doubt that it would have any downsides.. I also doubt that you would see any real visual improvement in the water quality.
If I were going to to it, it would make sense to use the largest filters possible.
Thanks,
Jim R.