2007 no cabin air filter?
 

I was told that my Expedition might have no cabin air filter so I tried to locate it but couldn't find anything.

Where should it be located? I can't believe that such a recent car might have no filter!

The '07+ Explorer (and a few older models too) does not have a cabin air filter. The design of the air distribution system cannot accommodate an air filter.

I believe that the previous generation Explorer is the same way too ;)