Oil filter change vs oil change

The oil filter catches particles to a certain micron. However, oil additives burn off. Oil breaks down. Oil generally degrades faster than the oil filter's filtering capabilities diminish.
Keeping your oil from getting excessively heated is the best way to ensure your oil's quality lasts for as long as possible, that means capacity. For an engine that has a large oil capacity, doesn't have cooling issues, good tolerances, proper spec and good quality oil, etc. the longer your oil will last.
I was a diesel mechanic in a previous life and our fleet trucks would get oil filter changes between oil changes along with an oil analysis. Capacity was 15 gallons so it lasts longer.
My wife and I each have Volkswagen TDi's. I would never go to this routine with one of my small diesels because capacity is just 5 liters for the little 2.0 liter 4 cylinder. The oil gets a lot dirtier in the 9,000 mi oil change intervals than a Peterbilt's 25,000 mile oil change.
For me, I would want an enormous oil capacity (maybe like a Cummins 10 gallon capacity) if I wanted to change filters between oil changes to extend the intervals. Otherwise, stick to oil and filter changes at the same time.