Rather than guessing, buy a scanner. It amazes me how many people will spend hundreds of dollars running all over town and doing further damage to their car rather than just pulling their own codes.
Here's your Christmas present: https://www.amazon.com/Innova-Screen-30 ... B07525GNFR
Pull the code. My guess is the nitwits at WalMart simply didn't plug something back in.
No, the wrong air filter won't do it, but you should be doing your own air filter anyway - it's literally a 5-minute job, no tools needed.