[trompetenaccoun]

If you don't understand the purpose, it means you don't need it - as so often. The reason they exist is that in some parts of the world the air is so bad it literally has significant negative health effects just breathing it. That's why people use them, and for what it's worth as far as I understand the quality ones do work, in the sense that you can use an air quality meter and detect a noticeable improvement in air quality. They have filters that you need to change regularly.

-Edit- Since so many people are raving about them and recommending you buying an air purifier I want to add this: If you live in a place where the air is truly that bad, my main recommendation would be to move. I have personal experience with this, it's not worth it living like that. You may filter the air in your home but then whenever you go outside you're at risk, if you do sports even more so. Some people wear surgical or cheap cloth masks but these don't actually work.

Don't listen to people who tell you that you can "see" pollution of "feel" the difference. I've lived in some of the most polluted cities in the world and the truth is in most cases for regular healthy people they don't notice anything for years, even at pollution levels far beyond the imagination of folks in Western countries. Most of this is their imagination or placebo like you suspect. For example I've had people complain to me that the air is "so bad" in a place that's naturally foggy and where visibility is often low, but had good air quality. Others were happy about the lovely "clean" skys in a city that gets lots of sunshine but was actually horribly polluted. Also sure, smoke from wildfires is visible (and short lived) but a lot of the pollution from industrial sources isn't. It's a slow and stealthy killer.