Engine air and cabin air are two separate intake paths.

The cabin air in modern cars is highly filtered.

" Most dust filters will stop 100 percent of all particles that are 3 microns or larger in size, and 95 to 99 percent of particles 1 to 3 microns in size. The combination dust and odor filters have a layer of activated charcoal or baking soda to absorb odors and air pollutants. Some of these filters may even be lightly scented to enhance the driving experience."

https://www.knowyourparts.com/technical-resources/filtration...

So yes. Being in a car with AC on is much better.