I could be 'all wet' but it's my belief that the inner secondary filter is there as a second line of defense should the outer filter get damaged and allow unfiltered air to get past it.
One thing I do know is I never use K&N aftermarket filters in any application as they tend to pass 'dirty air'. Not sure about their oil filters, just their oiled gauze air filters.
The other issue with K&N oiled gauze air filters in an automotive application is, the filter oil will foul the MAF sensor in the intake.