Low Pass Filter Wasting Power?

Folks,

If I use a low pass filter in the speaker wire am I "wasting" power? It has been suggested to me that these devices, which keep the higher pitches off the woofer, are modifying an already amplified signal and thus wasting power. I wonder. If the speaker isn't producing those upper pitches, and if the filter doesn't heat up, where did the "wasted" energy go?

Regards,
Troy Scott