Did you not mean to lubricate the slides on the clamshell, not the intake box for the air filter?
I can't see why you'd need to lubricate anything in the engine compartment when changing an air filter... but using some grease to lubricate the slides on each side of the clamshell is indeed a great idea... helps to keep the transmission and cables for the top from becoming stressed or worn out prematurely.
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