I didn't think the Pilot had a transmission filter that was replaceable, I see a filter listed with transmission casing components but it doesn't show a labor time to replace. The filter doesn't look like a conventional spin on filter on parts image. The part number I have is Honda part number 25420P7W003 call the dealer see if they have it in stock and ask do they generally replace them? If they have it in stock they probably replace them, I personally never have.
There is no serviceable automatic transmission filter in most modern Honda vehicles....your '04 Pilot included. I have an '03 and an '07 Pilot in my stable of Honda vehicles. You can easily change the tranny fluid by locating the drain plug on the side of the transmission directly under the vehicle. Use a rachet to remove the plug and drain the fluid. The plug will have a magnetic end that will be covered in small iron "dust". Wipe it off completely before reinstalling the plug. The tricky part is refilling the fluid thru the dipstick hole under the hood. The dipstick tube is very small in diameter and requires a narrow neck funnel. Only use Honda ATF-Z tranny fluid available at the dealer....I believe it's about three quarts for a refill. Good luck.