Colin honey, you've been watching the wrong movies! Even here in Texas we don't have much dust--too many pastures, too many crops. We do get dust from some of the graveled country roads, but that's about it. I can't speak for the southwest (Arizona, Utah, etc) but even when we had no rain for six weeks, we weren't dusty (thirsty maybe, but not dusty!).
I do have to admit, Yorkshire is a LOT greener than Texas! Lovely spot you live in--no wonder you love it!