Pollen I don't avoid, because it's not a new substance.

"Dust" allergies often have to do with the substances which are on the dust, which is covered above.

Smoke is certainly not good for you.

This squishy arbitrary human body is the only one I've got for today, so I avoid whatever I think may harm it, even if there is no dots on the i's and crosses on the t's with regards to scientific proof.

If you look at the history of teflon, plastics, cigarettes, VOCs, synthetic food ingredients, you'll see that this strategy would have served a human well in the past, and it's the best one I can think of to follow for the foreseeable future.

One problem with this kind of reasoning is that it's the same thing that the people with the 5G allergies say. It's tricky because VOCs probably are very bad for us, so there's a kernel of truth in it, but you don't want to balance your entire house on a single kernel, if that makes sense.

How about judging each case on its merits rather than shoving them all in the conspiracy box to feel better?

I agree that's how we should do it, and think we are both making the same critique.