Yes, general public think that air outdoors is polluted and indoor is clean, it's just a myth
Let me share my personal experience, usually there is space at the bottom of door, around 3-4 mm, whenever pm 2.5 levels were around 5-600, air purifier struggled and maintained around 30-35 in room
Then I placed a rug in between and pm 2.5 reduced upto 10-15 whenever it's hazardous outside
From 2-3mm spaces, thousands of pm .3-2.5 particles enter in room within seconds
And people think that closing a door will reduce that, it makes me laugh...
Another myth, during nov dec, in smog, daily I came across hundreds of people wearing masks, not respiratory, surgical masks 
Surgical masks reduce only 4-5%(1)of pm 2.5, actual solution is 3M N95 mask, I use it outdoors, it reduces pm 2.5 upto 95% (2) and actually works in smog..
(1,2) based on research, not my guess
Using this for last 2 years, really works well, but yes incase of running nose etc, you can't breathe through it as it's really thick as its purpose is to block pm 2.5
We need it whole year, even when pm 2.5 is in safe limit range
According to WHO, safe level is 10μg/m3 and US AQI states 12μg/m3 as safe, but even in safer limits hundreds of cases were registered US last year because of lower pm 2.5 levels
That's why I let my purifier run at full even it's at 1 or 2
Also there is risk of cardic arrest incase of exposure to lower pm 2.5 levels described by WHO
Btw hundreds of diseases are related to pm 2.5, I can't list all