I have never seen any mpg difference with various filters period. Hell... porting heads, intake, installing long tubes, etc... hardly netted any gains in mpg I hear claimed with an air filter.
I would not expect removing the snorkle to improve mpg... nor hurt it. Just does not add up when you understand more airflow equals more fuel. But then the throttle plate is the determining factor there. It or your right controls the airflow. The pcm runs stoich regardless in closed loop. Changing filters does not alter the air/fuel ratio.
Removing the snorkle potentially increase hp at w.o.t. yes. And that at high rpms when demand is highest. Now I don't know if all year expys use the same snorkle but it was the smallest point in my 2000 expy.
K&N has done very well convincing the general public that their engines need more air flow and the filter is the source for that improvement. Its an easy sell for those looking to improve performance understandably. They make a fortune selling these setups and much of that is invested in marketing. I have seen reports in many forums and on the web where users have lost power on the dyno with a K&N. But they are not nearly as easy to find as reports publicized by K&N or companies they advertise through.
I don't think most understand the motor is generally under vacuum at part throttle which is determined by the throttle plate. Get a vacuum gauge and it is easy to monitor. You also get the best mileage when you can keep it under greater vacuum!!! Less airflow thus less fuel. It's interesting that they do not make any claims for mpg improvement but that "many owners have reported X improvement" in mpg.