Bill suggested this earlier in the thread and he thinks it may be the lack of sound baffles that were in the original OEM filter box.
I'll be a SOB! See, it pays to have the experience level that this guy has.
Theoretically, the cone should increase the volumetric efficiency of the engine ever so slightly but not enough to exploit an exhaust leak and make the noise that you're hearing. I would try feeling around the exhaust system with your hands while the engine is cold just to make sure. You have about a minute or so before risking a burn.
