Even a clean filter cuts air flow fairly substantially. I'll probably leave them out next time I check those that I installed in both of my Escapes. The cabin filters do cut down on pollen and dust inside the car but ONLY if you never drive with the windows open.

As far as the install, piece of cake in the '05 and '06 models. Take the plastic cover at the base of the hood (passenger side) and drop in the filter. Ten or 15 minutes at most. Maybe a little longer the first time.

None of the Fords that I have bought over the last 10 years have come with a cabin air filter from the factory.