You want to take the filters off to take photos or videos. From the Sealife web site:
"The Red Fire Filter is NOT a imaging filter, it’s designed to aid in underwater navigation in darkness so to keep the eyes aware and dilated, this feature also prevents frightening nocturnal sea creatures. To use the Sea Dragon light for imaging, the filter should be removed."
The orange/red filters used on a lens are to color balance the photo when you don't have a light. With a light you have the full spectrum since the light is only a short distance from your subject the is not enough water between the lights and your subject to absorb the red end of the spectrum.
So use the red filters to sneak up on critters, take them off to image and set your camera to "Light Mode"