After looking at it more closely, there's a mesh screen on the inside of the air box cap (between where the filter goes and where the air is drawn out). Behind that appears to be some kind of charcoal filter (a dark layer behind the mesh) that's apparently for emissions purposes (capturing fumes upon engine shutdown, says a quick google search), but it would seem to catch the largest particles (and maybe do some additional filtering). I didn't realize that secondary filter was there, but seeing it makes me feel substantially better about what happened. It's obviously not intended to serve as a primary filter, but it being there must have helped out some.
I'm still thinking an oil change at the earliest opportunity is in order, but it may not be as bad as I'd feared.
I drove the car for a few hundred miles yesterday, and I was amazed at how much quieter it was at idle and at highway speeds with moderate acceleration (when I was hearing a strange low droning noise). The rattle is, of course, gone. The other symptom, a strange clunk/thumping when starting the engine (the air box lid moving, I suppose) is also gone. MPGs were up nominally (I'm not sure why they seemed to be 10-20% worse for the few tanks I ran without the filter) which is interesting.
I got a call back from the service manager at the dealer, but he left a voicemail since I was in a meeting at work and couldn't answer. I'll try again tomorrow and update the thread with any resolution.