What would happen if there is no dust? Less cleaning would be done and many would be happy. However, without dust there'd be less rainfall and sunset would be less beautiful.
Rain is formed when water molecules in the air collect around the particles of dust. When the collected water becomes heavy enough the water droplets fall to the earth as rain. Thus water vapor could be much less likely to turn to rain without the dust particles.
The water vapor and the dust particles also serve to reflect the rays of the sun. At sunrise and sunset, when the sun is below the horizon, the dust and water vapor molecules reflect the longer, red wavelengths of lights such that we can see them for more time -- starting earlier (in the case of sunrise) and lasting longer (in the case of sunset) -- than any other wavelengths. The more dust particles in the air, the more colorful the sunrise or sunset.
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