Won't damage anything, but I'd probably buy one (they can't be that much). The purpose of that piece is to get cooler air from outside the engine bay for better combustion (others will say 'performance'). What you've got now will just suck in hot air from the engine bay. No real difference in filtration since it's in front of the filter. So, short version: not necessary, would suggest replacing, ok to run without until you get one.
They are 'in the way' to do jump starts but are so easy to take on/off I don't know why anyone wouldn't have put it back.