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It seems like one of the countries where masking while sick and during flu/cold season is common would have some studies on this.
I also assume it would be a confounding factor in any study that involved masks, if it was a significant effect. "Weird, the group that breathed in asbestos for 20 years without wearing a mask had 90% more lung cancer than the masked group, but 20% less XYZ. Does asbestos exposure prevent XYZ?"