air filter question

My car is almost 2 years old I just realized that I never changed the air filter. Yes....it was very black, with bugs and sticks, n'stuff. Anyways, I picked up a new filter and was suprised thjat my car felt no different with a new filter than with the old. Are filter really that important? Was I losing Hp with the dirty filter? Did I gain any with a new one?

By the way, this is only temporary before I get my AEM CAI.