Unfortunately, some of the benefits of running may prove elusive to those of us living in urban settings.
I've worked with plenty of smokers. Some who didn't take much exercise. But some of them were extremely effective programmers. As Bob Dylan said: You don't need a weatherman to know which way the wind blows.
The negative effects of pollution have been well documented, so its not like this study is coming out of nowhere. But, I do agree that one study should not be given too much weight. And how pollution affects exercise needs more research before conclusions can be definitively reached.
My dad has idiopathic pulmonary fibrosis or IPF it's probably from breathing in small particles over the years which causes scarring of lung tissue. Although the idiopathic part means how it occurs is not known for sure. He worked a blue collar job and often breathed in dust from various things.
Lungs are only for air don't mess with your lungs!
There is also this inhaler containing ectoine, but this wouldn't protect against particles entering the brain via olfactory nerve:
"An inhaler that protects the lungs against air pollution has been developed by scientists and could help the many millions of people affected by toxic air to avoid its worst effects."
https://www.theguardian.com/environment/2016/sep/16/new-inha...
Then again, hauling your own air supply would result in far easier breathing and better cardio due to the added weight.
Runnning with it, however, is a whole different animal.