The only exceptions are Polarizer and Circular Polarizer filters. No matter the brand or quality, they all are made of a polarizing film, or a polarizing film and quarter wave plate in the case of the Circular Polarizer, sandwiched between two layers of glass.
The "sandwich" is then laminated together with optical cement and the result is a seemingly solid filter. Kaeseman filters take the idea a step further, with the polarizing material encased in glass.
The glass doesn't do a thing for the polarizer effect; it keeps the material, flat and protected. While I don't believe the Cokin is coated, the glass can also provide a base to add optical coatings.
If you want to photograph a man spinning, give some thought to why he spins. Understanding for a photographer is as important as the equipment he uses. - Margaret Bourke-White