Serge, you're right, they will let in water. If you park it indoors (preferably in a warm, dry garage) and don't leave it in the rain (particularly on the sidestand) then you'll minimise the water ingress, and although it will suck in some water when riding in the rain, this shouldn't hurt your engine, in some cases it'll actually be beneficial.
Some people make "shrouds" to cover their "pod" filters, and some just cross their fingers. Unless you're racing, it's more a case of "form over function" anyway, so if you're really concerned about it, stick your airbox back on in winter. Cheers, Terry.