If you search the older posts, from about a year or so ago, we had a discussion or two about cabin air filters. They had them up to and including 2002. The 2003 was the first year without, and I believe GM just thought they were no longer necessary. However, they did not change the configuration of the under dash covers and panels, and the outline is still there to cut out and install a filter. Perhaps in 2003 they were going to make it a dealer add? Whatever. You can get a filter kit from amazon, with the door and screw, so all you have to do is make the cut, clean everything out, spray whatever anti fungal, anti virus, antiseptic type spray, add the filter and close it tightly with your new door. Now you can change your filter anytime you want to. A highly recommended and worthwhile add, IMO.
I think I described the process in my older post. Use the search feature to find it.