Just called ther Yanmar Importer over here and asked him the question.
I Have a 3JH4E, and they all must have an air filter.
It's a chicane type filter, and is a plastic box located on transmission side satarbord side.
He said its not urgent, but recommends you put one.
Can't post thwe photo, unfortunately. I have one if you PM me I can send it to you.