Intake filter attached to turbo
 

I see many people have their Intake Filters attached right onto the turbo.
Does that mean, you don't need an Air Flow Sensor? Did those people just have them removed?

Those people have full standalone ECUs which typically don't use a mass air metering system (AFM) but instead use speed density (manifold pressure vs. RPM). You can't just remove the AFM from a stock ECU.