on a Turbo motor, I do not thing that you are loosing anything on the dirty side of the filter. You are not loosing any pressure because the pressure is built up after the turbo and not in the air box. The only think I could possible see this having effect on is pulling warmer air in from the engine compartment into the car instead of air outside the engine bay. The e90 M3 has a total of three intake holes for its intake(ram air in lower bumper, air inlet in front of radiator and open hood vent and this is a NA motor where one would think a pressurized intake would be beneficial.
12 X5 50i Sport w/ Adaptive drive -- 11 M3 DCT
--- Laid to rest----
2011 X5 50i (Lemon) -- 2008 550 Msport -- 2007 x5 4.8 sport -- 2004 545 sport -- 2002 x5 4.4 sport -- 2001 540i Msport
2000 SL500 -- 1997 SL500