Without a tune, an air intake has no effect on mileage on modern cars either. In fact, even a dirty air filter will not affect your mileage. The PCM adjusts for the lower air volume by reducing fuel delivery. This will affect performance but not mileage (at least not noticeably). Both Myth Busters and Consumer's reports have recently reported on this. You can find other references online as well.
2011 Pony Pkg. convertible M6
Am WS7 (sold)