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.
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.