Some wine makers, especially those at smaller, artisanal wineries, believe that this process may strip subtle aromas and flavors from the finished wine, along with the haze, and so they make their wines by more traditional processes. The clarity may suffer (although most well-made wines come out clear even without filtering), but these wines are certainly as good, and perhaps even better, than the industrial-type wines.
If you notice a small amount of sediment in the bottom of the bottle, don't worry - it can't do you any harm. But it's not particularly pleasant to drink, so it's a good idea to pour carefully and try to keep the sludge (if any) in the bottle.
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