No, when bitstreaming DSD via DoP (or native DSD for that matter) you don't need a lowpass filter as it's only needed for the high-frequency noise when converting DSD to PCM. In fact, when bitstreaming is enabled all DSP is bypassed so you couldn't use a lowpass filter in MC even if you wanted to while DSD bitstreaming.
That equipment damage warning is only when doing a DSD to PCM conversion without using a lowpass filter (which the high-frequency noise after the DSD to PCM conversion *could* damage some sensitive equipment if not filtered out). DoP
IS NOT a DSD to PCM conversion, so you don't have to worry.
P.S. There was a bug in recent MC26 builds that erroneously reported that the lowpass filter was enabled when DSD bitstreaming (when it actually wasn't), this has been corrected so if you're seeing that make sure you're using the latest MC26 build which right now is 26.0.80.