As a mechanic I have seen a lot of vehicles over the years that had K&N filters in them. It was easy to tell even if you didn't see the filter. Just check your inlet tube after the filter in a few months. There will normally be a coating of dust there. That would be the dust/dirt that has gotten past the filter. As for high performance engines, they couldn't really care about long term dirt problems. Their engines are overhauled so frequently (after every race in a large majority of them) that the long term effects you would see after months/years means little to them. In a personal vehicle that you plan on putting 100's of thousands of miles on it can be alot of dirt over it's life. The above study proved it.
Case in point. One of my best friends has a International pulling tractor, the 2,000 HP engine sled pulling type tractor. He runs K&N filters on his tractor. Does he care about a little dirt? No, he overhauls it at least once a year if not more often. The total dirt that gets into his engine in the very short time it runs is very small but we are talking about only a few hours of running in a whole year. He cares more about how much air he can suck into his 4 turbo's for a couple seconds of pulling than a little dirt.