KINGLS430

I was cleaning the K&N air filter i installed a few months ago on my 2006 UL i noticed there was a gauze like air filter connected tot he top peice of the air box at first i left it alone. And then about a week ago i removed it. I noticed a slight difference in horsepower and my fuel econmy has only suffered about 0.5 mpg just seeing if anyone else has done this?