It's entirely possible! But my perspective is that there's a very one-sided risk. It's extremely unlikely that particles are beneficial. Thus, given the uncertainty I think it's good decision theory to run a purifier, especially given how easy it is relative to other lifestyle changes that could plausibly have a benefit of the same magnitude.

Running a purifier does cause noise however, which isn't healthy; assuming your purifier is close by. (No idea at what point those two effects are of similar impact.)