(However surgical masks aren't meant to do that, they're only meant to catch things expelled from you, not the other way around. So I guess your interjection is somewhat correct in that running around with a surgical mask does pretty much nil to improve the quality of the air you inhale.)
They are quite uncomfortable to wear, though. You can breathe just fine for extended period of time but it feels (at least to me, a layman in these things) like you get less air. I wouldn't wear it as an everyday thing.
I have no idea if there are more comfortable solutions that can handle pollution.
As for efficiency, I found a paper (DGUV IFA 0233) saying standard P3 particle filters are highly efficient even against ultrafine aerosol particles (particle diameter below 100 nm); for "larger" stuff (PM1 and larger) these are specified to remove more than 99.9 % of them.
This actually leads to P3 filters already removing a lot of smells, e.g. when you machine steel or wood, sand wood or grind steel, you don't smell it. However, gaseous stuff like solvents get through. That's what the A2 filter is for.
[1] https://asset.conrad.com/media10/isa/160267/c1/-/de/831230_A...
[2] https://assets.tooler.de/cimage/700x700/media/catalog/produc... [note: outer particle filter isn't installed in this picture, it would go under the translucent hood and is about the size of a Leibniz keks [3]
Probably we should do as many Asians do in this, and make it normal to go out with a face mask.
Not sure what kind of masks have to be used to effectively not breathe pollution, and their effectivity, though. Getting informed about that is in my to-do list.