Protein on it's own really doesn't have much flavor. Meat is good because intramuscular fat gives it flavor. Filet is tender because it is a very worked muscle, therefore by definition, it has very little fat (there are exceptions). That's why filet is the least "meaty" tasting cut of beef and most of the famous filet dishes have some sort of sauce with them (au poivre, bernaise, etc). It has a nice texture, but in an even comparison it is not as good as other cuts as a steak on it's own.