Not a good idea long term to run without a filter as allready said there is dust around road level which turns into grinding paste!If you should see the state of an old filter !!
Also the fuel injection mixture is set up to run with an air filter,
Why not look for a performance filter (cone?) to replace the standard one it should give you more HP then have injection settings adjusted to suit

We had a rally car which had webber carbs with trumpets, all we had on the end was mesh stone guards to stop small boulders!! But then we were nearly rebuilding the negine after a couple of events 300-400mls