My guess is to filter out as many of the pollutants you possibly can. Newer houses are full of them since everything is made in China and off gassing. You also have external air which is full of diesel and gas emissions not to mention pesticides and everything else. The only thing you need to do though is make sure your HVAC can support it. Otherwise you run the risk of burning out the motors. Air pollution and radon are risks for lung cancer.
This. There have also been tons of experiments, starting with the Atlanta olympics, where external pollution sources get throttled and you can see a very clear and immediate drop in cardiovascular-related deaths.
Also there are plenty of standalone units that don’t integrate with HVAC. E.g. I have the Winnex 5300-2, which is one of the Amazon recommended units. (Some of the others are designed for smokers, chefs, or other specialized purposes.)
Most air purifiers with HEPA filters also have plasma generators to reduce VOCs. Whether it's a good idea to leave them running when you're in the room probably depends on how much you trust them not to be generate appreciable amounts of ozone.
Also worth noting that modern building materials, cinder block and drywall, are made from desulpherized flue gass, aka the ash from coal burning power plants. They're probably safe, but still disconcerting.
