Don't shoot the messenger - the OP is right!
Your position appears to suggest that doing nothing is a waste because the smog will kill your lungs anyway!
Regular purposeful exercising helps resist environmental issues and contributes to maintaining a healthy immune system!
I live under the same conditions here in Thailand as others.
Arising from my regular exercising: biking, running, walking and working out on my home gym I enjoy perfect health, going through 80 years old last week, with feelings of not ever being specially affected by the air quality!
I readily accept that many others do not enjoy what I have re my health and fitness!