Well I meant render at psx resolution, then upscale to a higher res, then apply filters. As far as the field goes, I don't see the point of rendering higher, as the backgrounds won't change at all. Although I know nothing about how this works so it'd probably be too much work.
I've been playing FF9 via retroarch, which uses a Mednafen core. It renders in the PSX's internal resolution but displays at monitor resolution, and this is where filters are applied so it creates a nice effect.
I did try applying some crt filters with reshade before, but didn't really like the result. Lowering the resolution setting to try and blend in the backgrounds would also mess up the other assets as they were upscaled 2x for the PC release.
At the end of the day though, this issue is ultimately minor.