1) Your CPAP machine doesn't magically manufacture dust or pollutants. The concentration of dust, pollution, chemicals, etc. in the air coming out of the CPAP will be no higher than the air going in the back, that you're breathing for the other 16 hours of the day. The filter is mostly there to protect the machine itself by keeping dust from getting into the blower.
- There will be a small amount of manufacturing residue with a new CPAP. There will not be much of this, and it will reduce quickly as you use it.
2) A CPAP is not a good environment to grow germs, other than the water tank. There's nothing for the germs to feed on, so germs out will be no more than germs in. As long as you use distilled water (or fairly clean tap) and keep the tank clean, there's very little germ food in the water tank, and it won't grow there, either.
3) A dirty air filter on the input actually filters air better than a clean one. The filter material is still there blocking the dust, and the layer of dust on the first surface of the filter will also catch dust. You replace filters mostly because they create back pressure and make it harder to pump air through it.
Useful links.
Click here for information on the main alternative to CPAP.
If it's midnight and a DME tells you it's dark outside, go and check it yourself.