Transmission filters are generally located near the exterior of the transmission, which makes them fairly easy to access, so changing the filter usually only requires removing the transmission pan. However, to replace the transmission pan, you need to reseal it with adhesive.
Transmission fluid typically lasts far longer than engine oil, since automatic transmissions are closed, which leads to less contamination. Transmission filters remove contaminants from the system, so problems with the transmission can lead to internal contamination that clogs the filter. Transmission filters that slip out of place can also cause problems with changing gears and transmission fluid leaks. Replacing the transmission filter can sometimes lead to better performance.