Just took delivery on a new 03 SSEi. Thanks to this post, I checked filter while picking up. Nothing there. Discussed with dealer. After much Consultation they decided the filter element is a "dealer installed option" @ ~ $58. You can buy a filter element for $28 (they had that in stock) but it won't work, no tracks, just falls in the hole. They have a 'filter with seals and frame' that will work, not sure of the cost, i got a deal. Can chase down the part numbers if needed. They ordered one and when it arrived, no on knew how to get it in (it just barely goes through the hole). Figured it out from the parts computer picture. Then discovered it should have a 'retainer' in one hole in the front. A small piece of duct tape solved that just fine.
For what it'* worth, no one (sales, parts, service) at the dealership knew the filter was not included, didn't know when they stopped being standard, had never installed one, and had never had anyone ask. I did not find it listed as an option on any web site I visited either. The bean counters strike again (same guy who stole the passenger door keylock).
Again, thanks to this group for a heads up. I had a 99 Regal GS (which sadly did not make a good boat) and had changed the equivalent filter a couple of times. Appeared to be worth while as we drive on a lot of unpaved roads and it kept a lot of dust and such out of the AC coils.