Does the bad smell comes out ONLY when you start the engine and turn on the A/C? (after parking your car for some time) And the smell will be gone after maybe 5 to 10 minutes. And you don't smell the bad smell again until you parking the car overnight or after at least a couple hours?

If yes, then this maybe a different story, it is NOT the problem with the air filter. changing the filter won't help. I don't know the cause and reason, but I know a stupid way that can solve the problem.

Just shut off the A/C and fan about 5 minutes before switching off the car. (hopefully it is not too hot outside) and you won't get the bad smell again next time when you start the A/C. I don't know why, but it worked on my Ford, and my friend's Lexus.