Most aftermarket air filter systems utilize an oil application to the filters as a part of proper filtration. They are designed to use the oil and come pre oiled when new. The trick is to not over oil the filter when you re-apply it after cleaning because it can be sucked through the filter, coating the maf sensor which can cause problems. After a couple hundred miles from recently oiling the air filter, i usually remove the maf sensor and clean it with maf cleaner just to be sure its good.
K&N is the worst from what i have read because the pores in the filter material are larger. Thats also why many claim the K&N has poor filtering anyway, the large pores allow great air flow but allow more unfiltered air to pass through. Filters designed to be used with oil should not be used dry..they will not filter properly dry because they were not designed to be used without oil. The only exception may be when at the track in a non dusty environment but in everday use, you want oil on these filters. The oem filter does not use oil and is said to be great filtration for a motor in stock or near stock form.