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The 'oil' in the air box could also contain some partially evaporated gasoline and some water.
Depending on the mileage of your bike, and if it was used in a dusty area, it may need a new air filter yes. Look at the inside of the air filter, if it looks dirty, clean or replace it.
I don't think it will 'pull oil' from the transmission in any major quantities, though.
Regarding the oil level change:
1) After shutting the engine down, make sure to wait a minute or so before you check the oil level.
2) Was the oil level at 'full' *before* you ran the bike with fresh oil and a new filter ? If so, the 'loss' is just what is in and around the oil filter (about 100 ml, according to the manual)