As far as anecdotes go, since I moved to London I noticed a sharp decrease in memory performance, heavy hair loss, and a general feeling of unhealthiness, developed a random persistent cough as well. The fact that you can always see a heavy haze even in short tube tunnels tells a lot on the air quality, the last underground cleaning train stopped working in the eighties...very unhealthy place to live/work in my opini…
Here is a demonstration
https://www.youtube.com/watch?v=0A8Yink0czc
I myself run one in my home but just place the filter behind and against the fan allowing the airflow to keep it in place.
Works wonders and I can see a noticeable difference in air quality and sleep (allergens, odors, etc)