Sure, go ahead and test effectiveness of improving health in humans. That's good to know. But, I don't think I've ever bought an air filter because I thought it would improve my health. I always had a more immediate goal: Remove an odor, make it easier to breath by removing smoke (blame Canada!), alleviate pollen allergies. These things are all primary effects that the user will be able to judge within hours or days of installing the filter.
Measuring health benefits is tricky. Studies take a long time, require a large sample population, and have many confounding factors. A general claim like "improves overall health" is nearly impossible to measure. More specific claims like, "reduces your chance of contracting XYZ virus" is easier, but are your test subjects trapped in a room 24 hours a day? If not, even with a filter that's 100% effective there are outside opportunities to contract the virus.
On the other hand, it's easy to test whether or not the filter removes particulates. Dirty air in, clean air out, measure the presence of the particles of interest in both samples. Done and done. Practically no confounding factors, doesn't need to compute statistics over a large sample population, doesn't take a long time to wait and see if there's a correlation between use of the device and lung cancer decades down the line.
I'm not saying that health studies shouldn't be done. They absolutely should be if the manufacturer is making any sort of health claims. But saying, "filters 99% of particles of this size" doesn't need human trials. Even saying "filters 99% of the virus which causes this disease" is objectively measurable in a controlled environment, without human trials.
And like I said at the start, that's really why I'm buying the air filter. To filter the air.