My point is that I prefer to just walk or be careful and not do too much effort when on bike when there are pollution events in my city. I try to make sure I only have to breath through my nose then.

I believe it's worse here in Europe than in the US as we have a large proportion of diesel cars (though where I live now, most pollution comes from the harbour) and during bad pollution events you don't just smell it but you feel the particle-polluted air aggressing your respiratory system.