What are the negative effects of not having an air filter for 6 months and 4,000 miles?

I recently had my oil changed at a national quick lube station. They came out and asked me if I had removed my air filter. I said, the last time I saw it was when they last changed my oil and pulled the air filter as standard practice. They gave me a new filter and said that the filter container area looked clean. Will or could I have a problem in the future because of this? At the least should report it to the customer service area of the chain?