This is true. Back when I had my WRX, a bunch of us were noticing stumbling idle and overall sucky performance from using oil covered filters. I used an ITG, but many were using a K&N. It was suggested, we took out the MAF (looks like a little resistor on a WRX) and soak it in a plastic bag with non-chlorniated brake fluid. After that air dry it and after a quick ECU reset, the car came back to life.
That is why I am also hesitant to run any type of oil covered air filter on my truck since it is MAF equipped. My SRT-4 is MAP equipped, so I don't have to worry aobut K&N's.
You know, when I put my streetbike together the 2nd time I put in a k&n and used my stock exhaust. When I took it to the drags I couldn't get better than a 12.5 and it wouldn't rev anywhere near the redline. Bad launch, good launch, miss a shift I always got that time. The year before with a stock filter and yoshimura slip on I pulled two mid-high 11 runs and one 11.40. When this had finally bugged me enough I pulled the filter out again and realized I had way over oiled it! I'm guessing this is pretty common with this style of filters as you can't just wring them out like a dirt bike filter. This time I very thoroughly cleaned the filter and lightly re-oiled it as per the instructions and have no doubt that it will run better, especially considering my latest bike has a box that helps you set up custom fuel mapping.