Walking in sandstorm weather will not lead to less dust inhaled into the lungs. I don't know what bad effects it will have on people.

Sandstorm particles are relatively large, most of which are filtered out by nose hair, and the rest will be stuck by secretions in the nose, which is also commonly known as snot, and the dust will become booger. What is inhaled into the lungs will also stick to mucus and spit it out, which is sputum. So it basically has no effect, but if you are in a fine dust environment for a long time, you may get pneumoconiosis.