I also could not understand the need to change air filter. But I think the answer lies in the air filter design. The inner core of GD's air filter is paper-type, whilte the outer part is wrapped in a foam-type filter. So while the foam-type filter stays there forever, we do need to replace the inner paper-type filter periodically.
I would also like to share something good I have observed in GD: it's starting in cold weather is superb. The engine heats up to operating temperatures pretty much quickly as did my Honda CD 100. All I need to do is apply full choke, power-up the engine, reduce the choke to half, keeping revving the engine at low speed, turn off choke lever completely, rev the engine for about a minute and it's good to go. I am impressed.