Paper filters will remove some particulate iron. If the iron is soluable it needs to be oxidized before it can be removed, there are filtration units that look kind of like water softener tanks (fiberglass) that use a carbon media which will also oxidize and remove iron. Water with soluble iron will look clear until the iron is oxidized either by sitting for a while or potentially this was what was going on with the poster whos friend's water turned reddish after boiling. Soluable iron will also contribute to a slime that will clog up your water softenerm, you don't want this to happen. You can check for soluable iron by filling a styrafoam cup and letting it sit over night, if the water turns a reddish color then you have soluable iron and you should at least be buying the iron out salt for your softener (to prevent the softener media from getting clogged with iron bacteria and needed to be replaced, essentially the cost of a new softener) and maybe looking at getting an oxidizing filter for iron removal.
Are these pipes that are changing color hot water or cold water?
I would not worry about the color change.
You should know what the levels of PFAS are in your water. And then compare that to the levels of PFAS on every surface in and around your house and car, on your clothes, and in your blood. Levels in water are usually regulated to a "lifetime" exposure and so are much lower than what you are going to find surrounding you in the non water environment. Decide if a granular activated carbon treatment system, and the service contract it comes with, is worth it. I would do that with only very high concentrations of PFAS chemicals, several orders of magnitute higher than what most regulations allow. You should ask either your water department or the State drinkingwater agency (somtimes with Envronmental Protection and sometimes with Department of Health depending on your State). Your state agency is legally obligated to provide you with the data, be specific about what test results you want though becuase they have a lot of data. Request in writing.
If the discolored PEX bothers you, the cheapest and best option would be to replace it with blue (or red for hot water) colored PEX. The clear stuff will probably discolor just from UV exposure.
It is possible the discoloration is from a bioflim that your water utility is trying to grow in their pipes to protect you from lead corrosion. It is also possible the discoloration is from reaction with free chlorine your water system is providing you with to protect you from deadly cholera and legionella.