The explanation for using a new socket was that the older traditional ones were more expensive to manufacture. I didn't know they performed worse though! The VDSL should have been installed though.
The older ADSL faceplate filters were not tested at the higher VDSL frequencies - they may perform OK or they may not.
One big advantage of the new VDSL interstitial filter is that it's easier to install yourself if you have hardwired extensions, as it installs like the BT iPlate (or whatever it's called now). You remove the faceplate of your NTE5, ease the wiring connected to the faceplate through the slot at the bottom of the VDSL filter, push the filter into the NTE5 and the faceplate into the filter, then tighten the stack with the longer screws provided.
The old ADSL filtered faceplate needed an IDC tool to reterminate the extensions on the back of the filtered faceplate.
The only people who should have any difficulty self-installing the VDSL filter are those with old NTE5s that have brass inserts for machine screws (the sort of screws used on a mains socket) - though you can force the new screws into the brass inserts if you must. It would also be very difficult to install if there was very little slack in the extension wiring behind the faceplate, but if there's enough slack to remove the faceplate, there should be enough slack to install the filter.
Another advantage of the new VDSL interstitial filter is that you can disconnect your extensions and leave the filter in place, as there's a 'test socket' available on the filter with the faceplate removed.