The way I look at it, all the potential airborne materials are already sucked out of the space around the furnace. I would not worry about that.
The living space, where the dust, cat hair, dog hair, what ever is bright in from outside, is constantly generating dust... and is circulated.
Where the filter is needed is between the living space and the furnace. In my case, the space under the stairs is the return air area from the living space, the furnace blower 'changes air' (guessing but close)...7 times an hr. (Your home changes air around that figure) The area around the furnace will be scrubbed by this filter, but it is of no consequence, since it no longer generates dust, or any airborne materials of any consequence.
Here is my pleated filter. It does not restrict the airflow.
