I prefer my games to be single player, and I am aware that if you attempt to exploit the game while FilteringEnabled is on, it essentially desyncs you from the current world, and no one else is affected by your change. However, would FilteringEnabled be able to prevent hacked data from saving to, say, a Data Store? Are there still uses for it in a single player game? Thank you for any help/suggestions.
Also, I'm considering using a script that just kicks the player as soon as they exploit, which would render FilteringEnabled useless.

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If you are worried about exploits, FilteringEnabled is the only secure way to do it. It essentially doesn't allow any changes make by the client to affect the server, unless allowed by the server. Therefore, they would need to breach the server to exploit your game (minus any physical exploits, e.g. skipping levels by hopping over walls, etc).