I normally get that feeling when exercising on open trails as well or even indoors. It's part of exercising intensely

Perhaps, but it feels much worse in a polluted environment, and takes much longer to go away (lungs still sore/“tight” hours later).

I do think it’s strange when I see people jogging along polluted arterial roads for this reason. Especially when there are often traffic-free trails or quiet back roads available nearby!

Interesting to hear it is a notable effect, I've never ran in a polluted environment before. Next time I'm in New York I'll have to give it a try.

New York is notably less polluted than many European cities. For one thing, there are far less diesel vehicles. The US has long had stricter and more effective vehicle emissions rules than Europe.

That's the same feeling most humans get when they're exerting themselves in an environment with lots of airborne particulate matter.