The oil from the filter is supposed to coat the tiny heated filament wire in the mass air flow senor, and cause the sensor to give bad info to the PCM (or just fail). The problem has developed mainly on the full size trucks because the MAF is located so close to the airbox. The GTO has the same MAF location issue.
My 97 F-body has had a cold air kit for years now, but the MAF is a good 30" to 36" away from the pre-oiled element.
If you get any kind of a check engine light or concern, put your stock airbox back on before you go to the dealer. You don't want to give them any ammo to bounce you out of there.
Brian