If you were using a filter that did not have a check valve in it the oil would normally drain back into the pan when the engine was turned off. Since you changed to a K&N filter with a check valve that draining doesn't happen any more and the filter stays full after the engine is turned off. YOU WANT THE CHECK VALVE!!!! This valve helps reduce oil starvation on start up because the engine doesn't have to fill the filter prior to lubricating the bearings.