Whenever it's time to change the air filter, I first look for a CARB EO#ed intake. Then I look for a dry/synthetic filter. Lastly, I'll look for a K&N. I have read of stories that turbos got damaged due to dust passing through. I notice that K&N has recently backed their filters with a performance type warranty, that if the damage was caused because of using their filter, they would help address the issue and help with repair cost.
My wife's C-MAX Energi has one, and the iQ now has one. I had installed one in an '85 Mercedes 300D. They seem to breathe better after installation. (I notice less engine roar/noise). Whether the decreased filtration efficiency is causing harm, I haven't reached a point where I can determine that....