Thanks to you both for the replies.
I was leaning towards not messing with the filter, especially since I am not looking to do any "performance" mods. But I do know that some bikes, as they are stock, do suffer from restrictive air-flow from the factory. Since I am new to the Himalayan, I wasn't sure where it came in. In general, I like to keep my bikes as stock as possible.
I have been following Noraly from day one, but never saw her mention anything regarding the air filter. I do know she had done some other performance mods to her first bike that she regretted.
Thanks for the feedback.