No, the ATF filter cartridge (#5) inside of SkyActiv-Drive transmission has only regular *paper* type filtering material. The magnet is built into the ATF pan.
No, the ATF, not like engine oil, is relative clean during its service life as the transmission is a *sealed* environment. The service life on this ATF cartridge is long and the metal shavings if any won*t get loose with drain-and-fill. Even if some larger shavings get loose they will get stopped by the filtering element again and won*t get into the passages of valve body. Metal shavings are heavier and most likely will stay at the bottom of the ATF pan and are kept there by the magnet.
Changing the ATF filter/cartridge during the ATF change is a good practice. But our SkyActiv-Drive ATF pan uses silicon sealer which is hard to apply properly, and the factory service manual mentions only drain-and-fill procedure, not with filter / cartridge change.