Get a MERV16 filter for your furnace and you'll have amazingly clean air. https://www.researchgate.net/figure/Mean-PM-25-removal-effic...
It is not true though that the air will become amazingly clear based on the presence of the filter. I used a 11 for a long time and it certainly didn't stop everything from getting covered in dust anyway. My place is not airtight.
A dirty filter (do you know how many people don't ever change their filter?) will put far more load on a blower than a better filter.
A MERV11 is significantly less effective, and wouldn't affect dust production anyway since it is created mostly by your skin, clothing fibers, etc.
During the California wildfires I bought several air sensors and placed them around my house and experimented with different filters. a MERV16 with a carbon layer reduced VOCs, PM2.5, etc all down to extremely low levels in every room.
High MERV ratings put more load on the blower equipment.