This was one of the main reasons I stopped using K&N air filters. That and cleaning/drying/oiling the filter element was kind of a pain in the ass. A least compared to a simple R&R of a paper filter....but was the worst for allowing stuff through it.
This is true for a normally aspirated engine. The engines in our Bronco Sports are equipped with forced induction (turbochargers), which typically do not benefit from changes to the intake and exhaust systems.You'll get some benefit from it with performance, but that's about it. K&N was the best for torque, a tad more hp, etc., but was the worst for allowing stuff through it.