This kind of BS really bugs me, this dealer either thinks customers are morons or they have no clue. It is absolutely physically impossible for 1 (let alone 3) air filter bolts to magically go through the filter, end up on the dirty side and simply disappear. They were either never installed, stuck somewhere in the clean side of the filter box, tubes/throttle body or the engine ingested them (highly unlikely or you would not have a running engine).They also found my air filter was missing 3 bolts, they state they probably came loose and fell outwards (not into the engine or they would have seen it in the cylinder scope).
I would have to say they were never installed in the first place but if I were you, I would NOT trust what he told you and remove the lid and take a real good look at all the nooks and crannies, down the tubes and throttle body for them yourself.