It doesn't help that studies like this are also usually wrong. Don't change anything in your life until something has been replicated a dozen or more times.
And, as with Pascal's wager, that's unconvincing: one could spend all that money differently, on things one would like (just as in Pascal's wager, choosing to believe in God isn't cost-free: it means loving others, being charitable &c., even if one would rather not).
The worst case is that there is a positive effect from pollution. When one looks at the historic data it wasn't until people started living in smog filled cities that children started attending schools.
We shouldn't fall into the trap of assuming causation and correlation just because it gels with something in your subconscious.
I agree that scientific conclusions are sometime editorialized to convey the pressing nature of the findings (the evidence is what it is), but 100% wrong or 100% right I don't think it would do you much harm to reduce the amount of pollution you're exposed to on a daily basis.