It's really not bad for you, not relative to tons and tons of other things.

The biggest thing is, if you have good air quality outside, you need to keep your windows open as much as you can. I'm using sensors on all the windows at my place, and a temperature sensor outside and HomeAssistant, which tells me when outdoor temperature is lower than indoor, so I know when I can open the windows and not use additional HVAC capacity. That keeps indoor air quality in-check.

If you live somewhere with poor outdoor air quality, you likely need a filter to clean your air up at least a little. That can be a standalone air purifier, or it could be as simple as a HVAC filter taped to a cheap box fan. Keep your filters changed every few months, never have to dust again, and enjoy cleaner air. Simple.