A few miles without an air filter won't hurt – especially at this time of year when it is not particularly dusty – even less dusty when it is raining.
And fit the new filter before driving home, as others have suggested.
Running without a filter for 25k miles however will cause wear to the piston rings and cylinder bores, and potentially cause soot and crud build-up on the piston and the inlet valves and stems. This will be very gradual and not noticeable but the engine will wear.