I didn’t actually buy the filter, but there is no plastic or shrink wrap on it.
take it out then tighten the cover on as someone else suggested. If the engine runs right it is the filter, if not then the screws are tweaking something that causes a vacuum leak etc.. I seem to recall some conversations here where some engines have a fuel pump diaphragm built into the base of the air cleaner housing, and when it warps the engines don't run right. If the filter has a lip on it that is part of installing the cover correctly, find an old one and cut the membrane out so you have just that rubber lip.