In Paris a study showed +3 years of life expectancy for cyclists and +2 for public transport users, compared to car commuters. They correlated it with (not a surprise) the benefits of exercice. Sure the pollution effect is worse outside of your car but the gains of daily light exercise offsets the drawbacks of air pollution.

You can exercise in doors though

It’s not exercise, but NEAT (non-exercise activity thermogenesis).

The air in a car comes from the outside.

It passes through a filter.

Cars have basic filters, but it's not common for them to come with HEPA filters off the lot.