It actually did effect my fuel trim levels (long term). I usually run at around -3% to -5% however by removing the fog light and allowing more air into the filter the fuel trims seemed to lean out, no surprise there. Current fuel trim levels are around -1% to 3.5%. I'll continue to monitor the fuel trims as the computer continues to adjust for it.
Clearly this isn't something that you want to do everyday. Especially since rain would be forced straight into the filter, not to mention other things would be directly hitting the filter such as rocks and bugs.
I'll take some pictures over the weekend and post them.