Using the right filtration, increasing airflow, and adjusting humidity will reduce the amount of pathogens that we inhale indoors. Is that always a good thing in the long-term? If we expose ourselves to fewer viruses could we impair our immune systems and cause people to have more severe reactions when they are exposed to something new? We are also filtering bacteria, not all of which is bad.
Some exposure to 'unclean' environments can be beneficial. This is a topic discussed in books like "Dirt is Good" and is part of the Hygeine Hypothesis that states that over sanitization has negative consequences for our immune systems.
We could be trading a reduction in some illnesses, likely respiratory viruses, with increases in asthma, allergies, and other conditions especially if this were widely applied.