depending on your engine, yes they can make a big difference.
i had a honda fit, and immediately on putting it in the engine breathed better, there was a noticeably easier ramp up in vehicle rpms under acceleration.
but here is the thing. all engines will breathe better if there is no filter. you, if you wear a covid kn95 mask, can breathe ok but probably don't love to exercise with it on. the air filter is there for a reason: the more particles it lets thru, the more potential wear on the engine. now, every filter is going to be lightyears better than having none. the bigger bits like stones and sand etc, that's the important thing to catch.
i will say pro tip, after cleaning your kandn or prl (i prefer prl), dry it thoroughly. i thought mine was dry and stuck it back in, only to have the engine itself vacuum the rest of the water out. i immediately got a bunch of banging and CEL, thought i had killed the MAF sensor, but replacing it only seemed to help a little and the engine never ran as well again after. for the life of me i cannot imagine what else i could damage that would not also cause more severe problems, but that was my fun experience. dry for several days or in front of a dehumidifier.