The fat is trimmed off the tenderloin, so (obviously) it loses tons of flavor. If there was one steak I would say you ALWAYS season and wait for it to rise to room temperature is filet. Especially if your getting steaks 3 inches thick. The center will be raw and the outside will be charred.
Although I agree you’ve made a good filet, letting your steak sit at room temp only moderately increases the steaks internal temperature, and doesn’t affect evenness of cooking or grill time. There’s a good article in serious eats about this- its really just an old wives tale about cooking steak. Instead of letting them sit at room temp, you should salt them and let them sit open in your fridge for a couple of nights to evaporate the surface moisture.