The answer to your first question is proable not, but keep in mind that anytime you modife an engines oem confirguration you will be modifing how it performs, most people install the SE air filter for better performance an more horse power , More horse power always equally less MPG .
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Now as far as the second comment, no the efi in that year range does not adjust for more air in the combustion chamber, this fuel system is not a close loop system yet as are the newer/ late model h-ds , if you are going to install the air filter &\\;\\\\\\; you don't already have a set of pipes on there i would recommend getting some pipes &\\;\\\\\\; having a down load performed by your dealer or installing some sort of fuel injection module , such as a SE race tuner , power commander etc, that is if you want you r bike to run at its best
