Yes, they exist! They (the Soviets) produced all sorts of filters in 36 push-on 40.5 screw for all the Jupiters except the J-9 which takes the 49mm.
There are also 36 push on polarizer filters and the uncommon 33.5 filters for the Iskra and Moskva 4. often you will see a camera being sold with one of these filters.
During the early 90's I saw boxes of these filters being sold at the flea markets in Greece.
I obtained a few yellow, green, and red filters for my Iskra from a friend since they were harder to find. They also produced a variety of tripods and camera clamps. I think that if the sellers thought that there was a demand for them they would start selling them with the lenses for a few dollars more as what they would call a "complex" - a set.
I could buy alot of filters for $21 over there- not to mention the cost of shipping! 😎