When is a face mask useful?
Simple and cheap face masks do stop a large fraction of 'coarse' dust, but not the finer particulate matter, such as PM10 and PM2.5, and most certainly not the ultra fine particles (UFP). UFP or PM0.1 is particulate matter with a diameter smaller than 0.1 µm, which is still significantly smaller than PM2.5 or PM10.
The more expensive FFP3 or P3 masks do stop more particulate matter, but surely not (all) UFP's. Experiments with the better masks showed that the blood pressure of test persons walking in Beijings' smog wearing a mask was a bit lower on average, than when walking without a mask. These measurements of blood pressure are indicative of lessened hindrance of air pollution. However, it has to be noted that this study was not a double blind experiment. To further study the effect of facemasks against air pollution, a double blind experiment should be performed as well, which however isn't evident. This kind of experiment would be required because the persons wearing face masks might also have a lower blood pressure because they are 'comforted' simply by wearing the mask (without taking into account the actual effect of reducing air pollution exposure).