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Elevated tyre pressure is expected to reduce rolling resistance and provide a modest enhancement in fuel efficiency, according to what I have heard.

Here are my thoughts...

You're welcome.

No, it will not cause harm, as it continues to filter the air, and if you appreciate it, that is satisfactory.
If it is an oiled filter, do not excessively oil it; if it is a dry filter, there is no need for concern.

If you are content, all is well.
Diesels would never sound good with induction noise as a petrol does