The reason for removal is simple...improving airflow. Bike breathes better, it gives more power.
Definitely remove it...the change will be obvious. You can mount your CDI on the rear fender with a bolt and nut...use loctite on it and you're good to go.
I just cut the inside of the lid away removing everything but the 'rim' and the area holding the RECTIFIER(this is not a CDI) :) This way there is no need to 'rig it.
It sould allow more air which would theoretically make it leaner causing you to need to rejet a little richer. That is the idea anyways and I doubt it made your bike run richer.
I found a 3-step difference in main jet between stock and modified cover.
If you were jetted 'right on' with the stock cover (well, this never truly occured because the vacuum in the airbox made the jetting rpm-dependant), one best change jets to stock baseline or CD's recommendation on JustKDX and resume the jetting process from the beginning after modifying the airbox.