[Big Dave]

"Lean" and "rich" have no meaning to a diesel. Unlike in a spark-ignition engine, where the combustion is of a fuel vapor/air mixture, the diesel combustion event occurs of the surface of the droplets squirted out of the injector. Diesels usually operate in an "excess air" condition. If they don't, they belch black smoke.

Yeah, you might get a little more power from sucking in cold air but that would only matter at max road load.

The increased aero drag from an external air filter more than overwhelms any imagined efficiency gain.