That works both ways. Sure you won't have much density for air to move things, but things moving through air also don't have the drag to slow them down.
Yes, for example taking off or landing a rocket on the surface blasts particles of sand out sideways at 1000s of m/s. The particles can fly in the thin atmosphere for kilometers and sandblast everything. Our intuitions about how far and fast tiny things can fly are only true in an atmosphere of similar density.
While he is exaggerating a bit, the problem still remains - dust can be deadly to equipment because the grains will move way faster. You also have the problem of dust particles colliding and becoming charged with nothing to dump the charge to.
A human habitat has to hold positive air pressure, which means that it has to generate its oxygen or get it from the atmosphere.
If we don't have the experience of buildings stuff on earth where we can test things, we sure as shit not gonna be able to do it on Mars.