I have seen the example with the polarized lenses in a few places, but they dont explain why (imo) the simplest explanation does not apply. Namely that the lens itself might disturb the phase of the light, which would then mean it can pass through the next lens.

But if you take away the third lens, there is no light of any polarization. How is it that by adding a filter, you create light where there was none?

Only if you take away the middle lens, not the third.

Here's what I would have thought happens: After the first lens, you get polarized light, 90deg offset from the last lens, so no light passes. Then you introduce a 3rd lens in the middle, 45deg offset. This could alter the polarization (maybe it widens the band, or introduce some greater variance, shifts it who knows), and this is why now some light will pass through number 3. No need to create any light

If it is true that placing the 45 degree lens third or first does not show the same effect, it is much less astonishing.

The idea is that polarization is only one of many places where the effect is observed.