It is very true we have more dust in the atmosphere of the Denver basin and around the state of CO. Some states like Hawaii windward side, have extreme low levels of dust along coast. But regardless, if you want to take the best care of engine internals you can. Fluid & filter replacement is key. Running without filter or air bypassing the filtration is not best practice. It will have it's long term affect!
My mechanics teacher, would not allows us to even touch with fingers or even wipe any internal surface with a rag during assemble. We had to blow off with HP air before assemble. He'd say even the dust on fingers or dust from lint of a rag leaves behind will affect the seating of ring, cylinder wall, valves seats, valve stems, valve guides, bearings.
I HP wash many engines. Some come to me from GA, So TX, SoCal coast by way of vehicle transport some driven. When pulling coils (COP) electric housing or any housing, MAF sensor, Cabin HVAC sensors, cabin air filter, engine air filters, etc and blowing them off. I see lots of dust. Pull any engine cover off in a 100 series, that has not been pressure washed recently. Even ones just sitting out side not driven. You'll see!
Consider also dust is just not naturally occurring. The intake air pick-up begins in FR wheel-well of stock rigs. Brake dust, rotors wear metal dust, tire dust, road dust, road wear (rocks and cement) is fill the wheel well. We even iron dust in the paints clear coat, which detail products on the market, will reveal this iron dust. Dust is everywhere!
As the picture in the first post illustrates. By looking in air pipe, it's possible to get and idea of how much dust has entered. Dust particles (or clumps/piles of), that can been seen, are about 30 microns or larger. But understand, dust is much more prevalent in the atmosphere everywhere than we see. Additionally the OEM filter, air box and pipe are design to run at a specific pressure. Try starting without air box on. You find it will barely run if at all.
Also if you a leak past air filter or in other areas past air filter. The fuel trims will show engine running lean.