The screen is there to direct the air over the maf in a consistent manner. By doing this the engineers relied upon the reading for fueling etc.

The results and issues vary by car.
The good, Slightly less restriction
The bad, inconsisistent readings that can allow the maf to believe less air is flowing, causing it to fuel less...create a lean condition and worst case scenariio "BOOM"

My take on it. Run a screen, stay safe.