It is better to drive with a clean Air Filter of course, but when the option is dirty or none, then a dirty Air Filter is better than nothing at all. Even though the dirty Air Filter is restricting air flow to your engine, it is still preventing debris from entering your engine. These pieces of debris can cause damage to your Piston Rings. When this happens, it can also damage your Cylinder Walls causing a lack of Compression. Best practices is to change your air filter when they are dirty to keep your engine running properly.
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Happy Adventures,
Heather