Due to allergy I installed a filter cabinet and a merv 12 4-inch filter in
my furnace. I thought I'd be getting very clean air.

To verify, I cover two floor registers with furnace filters. After a few
weeks these filters turned dark grey and can be seen from either side of the
filter. I flipped it over and there is no dust accumulation.

Is this normal? Where do the dark fine particles come from?