Big hotels don't have their own supply of air, but some of the nicer ones have amazing HVAC systems that filter out a lot of the bad stuff.

That having been said, my point about pollution has to do with the combination of dust at ground level and the fact that you need to walk through it to get anywhere else in the building. I lived in a 四合院 during the late 90s, and had to clean it constantly (e.g. at least an hour per day) in order to fight back the dust (e.g. the beautiful red finish would turn noticeably gray during the course of any given day).