Most people spend the large majority of their time indoors, which makes indoor air quality at least as relevant to health as outdoor pollution — and in some ways more directly controllable, since a household has far more say over its own indoor air than over the city's air outside.
NASA's well-known 1989 Clean Air Study, which found certain houseplants removing volatile organic compounds in a sealed laboratory chamber, is widely cited to suggest a handful of houseplants can meaningfully purify a room's air. Follow-up research in actual rooms has not reproduced that effect at a meaningful scale — you would need an impractically large number of plants to match what a modest air purifier or simply opening a window achieves. Plants are worth having for other reasons, but treat air purification specifically as a job for ventilation and, where needed, a proper HEPA filter.