Change to high quality filter lead to drastic drop in fuel efficiency

[lh59]

I change my Toyota engine air filter to an after market all steel wire mesh air filter which cost me $120. I notice a drop of more than 10% in the fuel efficiency of my 1.3L Yaris. Is it because the sensor is injecting more fuel as it detect the higher airflow? I thought the engine might give me better fuel efficiency since it can breathe much easier, but that is not the case apparently. I wonder whether the ECU will just take time to recognise the new higher airflow and then the FE will improve again.
Anyone can offer a good suggestion beside switching back to my old filter?