There is absolutely NO WAY installing a different (or no) air filter will affect mileage, with the single exception being that the added noise kept your foot off the throttle.
And you will not get any significant increase of power, with the exception of resonances in specific RPM ranges boosting output, while also decreasing output at most other RPM.
Thirty years ago, yeah, you could (and I did) get great increases in power output. That hasn't been true for at least 15 years. And no, your vendor-supplied dyno chart isn't proof. There's dozens of ways to 'help' a dyno run show more HP/T.