Freezing it after the initial straining, then filtering it multiple times really gets all those lipids and such out of the your final product. When you freeze it, all that stuff solidifies on the bottom, so when you pour it out to filter it, most of it doesn’t even come out of the jar. The stuff that does is ice cold, so it stays crystallized enough that it doesn’t reliquify and go through your filter
I used to not bother with that part, but after I did it once, I realized how much cleaner it made the final product. Again, it’s not necessary, but it does help.