While recirculating the air in the cabin stabilizes the interiors temperature sooner than venting fresh air, fresh air-even with its smells and impurities-is cleaner than the air in side the cabin. The cabin air filters are similar to the air filters used for the HVAC systems used at home (these block the common dust and other particles, but not certain chemical and fumes). However, if you are willing to spend more, there are HEPA filters you can buy, some which also incorporate a layer of carbon to block smells. Keep in mind that just like our homes, the interior trim, carpets, seats, adhesives, plastics, paint, and so on, contain chemicals that emit fumes, specially when the heaters are being used.