Freezing to death is even more terrible for their health. It's also much more immediate. And so is being poor.

Breathing dust and smoke is a minor inconvenience in comparison. Any negative health effects will become noticeable in decades if at all. Doesn't help that most of the people responsible likely remember themselves or their parents breathing even worse stuff most their lives, with no ill effect being seen.

Hell, it's one reason I myself considered air quality issues to be overblown - I don't perceive smog. I couldn't tell you whether it's bad or good air day in Kraków - I could only tell you when the air is too clean because I get sore throat then. I no longer consider air quality to be an overblown fad, but that's because I have small children and they start coughing non-stop when the air gets bad.

Common uneducated answer is: everyone needs something to die from. Same with cigarette smoking.