Got a yanmar 6lp-Stp, is the foam air filter leading to the turbo supposed to be oiled?

I don't think so, just a foam media that you should be able to wash with mild detergent and let dry before putting back in place

No oil on that filter ......................

It is not oiled but it may feel "oily" due to the breather tube that is on top of the filter. This engine is not sealed and recirculates crankcase pressure back into the turbo. The filter develops an oily residue because of this.

Jojobee, thanks for that post, I'm going to stock those foam filters and change them every oil change.

I had the same thing happen on my 4LHA-STE so I called Tony Athens (Seaboard Marine) and he sells a super filter(S&B) similar to a K&N specifically designed for Yanmar by his shop. He is the moderator of boatdiesel.com.