I would guess the natural gas is quite purified by that point, but for the fuel cell to work you need to combine it with air (or to be precise, the oxygen in the air) and a lot of it. So for the fuel cell membranes not to clog with dust and gunk they will have to clean in in some way to prevent issues, ideally without to much extra-energy use or expense per unit of air filtered.
How about a HEPA or ULPA filter? These are very mature technology, work extremely well, and are not particularly expensive.
Sure, that would work - but with the massive ammounts of air needed I would assume those would be quickly clogged and unusable.