I wear a dust even with both my high effeciecy cyclone dust collector
and an ambient air filter but I feel that my tool and surfaces in the
shop benefit at least a little from the air filter. I also use three
phase filtering on the ambient air system. 1. a 3M type furnace
filter, the 2. 5-20 micron filter then 3. the Hepa sheet and all three
get dirty after about 12 hours of contineous use. So I guess what
still have me puzzled is the fact that I AM capturing a lot of dust to
get out of the shop and is this not a good thing in the long run?

I think they are just saying it gives a false sense of security; rather than
that it is doing harm.