The past week that this setup has been on the car, it has been rainy and windy, so conditions have been good to check and see if the worries folks had before would hold up. In the rain, I took the RS up to 70 mph on the highway and then checked the system upon arriving home. The filter was slightly wet, but the box and manifold were bone-dry. There were no signs of any leaking through the filter after a 15 minute trip. When it was windy (gusts up to 40 mph) I drove through lots of dust and leaves on some fun roads. There was a wall of dirt getting blown around on a wide-open field that had been hit hard by a flood some time ago. The silt still sat on it like a desert and wind was blowing the sand 30 feet up in the air. Again, checked the filter, checked the intake, and things were still working well.
I'll keep checking things out as I drive the RS through more Subaru-worthy weather. So far, looks like I'm busting this myth.