To my knowledge air quality in Europe and the US is better than in many places where people aspire to live like the average European or American.

What does CO2 emissions of electric power plants have with air quality in cities ?

Power plants are usually not placed inside cities. Less gasoline cars inside cities will definitely improve the local situation, not just limited to CO2.

CO2 isn’t particulate matter. But more importantly, larger percentages of our electricity is being made without burning things.

Nuclear power is a good option, wind and solar are usable for charging batteries - either EV batteries or storage banks which can be used to charge EV batteries. The problem with wind and solar is that there is no long-term storage solution as of yet but single-day storage is already achievable. Once enough nuclear capacity has been built up I foresee wind turbines disappearing from the landscape since they are cumbersome bird-killing eyesores. Solar power is there to stay since buildings need roofing anyway and we'll soon be at a point where the price difference between 'passive' roof cladding and PV 'panels' is close to negligible so it makes sense to install PV roof cladding and get some power for free, especially in places where air conditioning is popular.

I specifically said „improve“ not „eliminate air pollution completely“.

EVs generate far, far less brake pad dust, most of their braking is regeneration via the motors.

Tires get more efficient every year, dust has reduced as the companies compete to make them last longer, and we're finally seeing the tire industry respond to pressure to reduce toxic runoff. Michelin's been removing phenols, for instance: https://resicare.michelin.com/news/michelin-resicare-resin-1...