No, opening or modding an airbox does nothing but cause issues. By removing or changing it you may allow hot air to enter the engine, that does nothing. Cold air makes HP not hot air. You might be able to find some old aftermarket airbox air horns or filters as they used to make those otherwise leave it stock you will gain nothing from modding it.
When I ran a 2002 Edge 800, I gutted the airbox and put in vents on the hood to allow more cool air in. SLP used to make some nice vents that worked well for that. Like KC said, cold air into the airbox can be helpful.
That sled had an SLP single pipe and can. If you stick with the stock exhaust, there is no reason to modify the intake, the stock stuff works pretty well together. But if you go to a more efficient exhaust, you will need to improve the intake. The exhaust can only get rid of what the engine can deliver.