P0171 is a valid code and means that the computer must inject more fuel to
keep the proper mixture than it thinks should be required.
Check for vacuum leaks, especially at the PCV hose. Check the air bellows
between the air flow sensor and the throttle body. Make sure it's securely
attached on both ends and that there are no breaks in it. If all that is
okay, the problem is probably with the air flow sensor.
As for not being able to do anything if the check engine lamp is off,
that's mostly bs. If the code is there, the shop should be able to tell
determine what sort of issue is occurring, even if they cannot pinpoint
the cause. Of course, if the other repair facility turned off the light,
this means that they erased the code, too.
I'm not particularly impressed with either shop. The first shop should
have been able to easily find information on the P0171 code. Furthermore,
replacing the fuel filter is likely to have minimal effect. The dealer
should have at least been willing to check to see if trouble codes were
present. It sounds to me like they don't want to actually help you.