Why do they say that? The only reason I can think of is the lawyers. If the filter is adequate to handle all that stuff, I wouldn't worry about it too much.
While you do want to exercise some caution with an open motor like that, if the motor is staying clean and not getting any paint build-up on exposed wires or contacts, I honestly wouldn't worry too much. The whole key is keep it clean.
Cool idea on the parchment paper as a liner.
Doesn't Micro-Mark sell something like this, too?
Charlie Larkin