See here:
In algebra, filtrations are ordinarily indexed by $\mathbb {N}$ , the set of natural numbers. A filtration of a group $G$, is then a nested sequence $G_{n}$ of normal subgroups of $G$ (that is, for any $n$ we have $\displaystyle G_{n+1}\subset G_{n}$.
The definition given there does not seem to require the subgroups to have any additional properties:
In mathematics, a filtration $\mathcal {F}$ is an indexed set $S_{i}$ of subobjects of a given algebraic structure $S$, with the index $i$ running over some index set $I$ that is a totally ordered set, subject to the condition that $$ \text{if } i\leq j \text{ in } I, \text{ then } S_{i}\subset S_{j} $$
What am I missing?
Morally, you're going to want to quotient by the objects in the filtration. That's why you need them to be normal. In many categories, notably in any abelian category, you can take the quotient of any object by any subobject, so you only need to say that the objects in a filtration are subojects.
The broad rational is that you want to be able to decompose a group into simple building blocks. Recall that a group is simple if it admits no quotient groups. The big theorem here, which I'll state imprecisely but hopefully clearly, is that every finite group can be written as an extension of simple groups. Building a filtration of a group is a way of writing a group in terms of its simple building blocks. For an example, look at this filtration of $D_{28}$ the symmetry group of a regular $28$-gon.
$$ 0 \to \mathbf{Z}_7 \to \mathbf{Z}_{28} \to D_{28} $$
The subsequent quotients are $\mathbf{Z}_7$, $\mathbf{Z}_4$, and $\mathbf{Z}_2$ You can build $D_{28}$ out of these these groups by taking extensions: