air intake

i just did a tune up on my 96 f-150 xlt 302 4 spd the air box has been revoved and a cai filter just put on the pipe.i cant imagine this does anything different for the engine would it do anything different if i put the filter box back on it?mechanics here say its helping my milage having a cold air intake but i dont see it as one since its just stock with a filter rammed in it.is this true?