There are a couple reasons to put it on the intake side:
1. Otherwise you are pulling dust particles directly into the fan bearings/etc (though it may be that you don't have a good enough seal for this to matter anyway). All this does is lower the life of the fan. This is one of the reasons you see filters on the intake side of an A/C or furnace - to protect the innards.
2. If a non-dust particle gets dropped into the fan, with the
filter on the outtake side, it is likely to get propelled through the filter at high speed. With the filter on the intake side, this will never happen (since it would not hit the filter), and even dropping it near the rear of the filter is unlikely to cause damage.
(There are other reasons that would matter more if this was an enclosed ventilation system, but it isn't)
Note that without pre-filtering, i can't imagine these filters are really lasting that long without being cleaned. Are you measuring static pressure increase at all to see how long they last before needing to replaced?
HEPA filters are not usually meant to be sole filters and last a long time. They are just too fine and load too quickly. Some form of coarse separation (IE >5 micron particles) is usually necessary to get any real life out of them.