The purpose of a snorkle isn't to increase MPG, it's to get the intake out of the fender and put it up higher where water can't get sucked in.
To keep water out it needs to be sealed all the way from the intake at the end of the snorkle, down into the engine. That usually means connecting to the old airbox or you may be able to fab something to get it to connect to the new Volant airbox with the cone filter.
But remember that even though you have more filter media with the cone the air still has to go through the restrictive snorkle.

The snorkle isn't a performance mod, it's an offroad mod.