If you drive where there's lots of dust, pollution or pollen, your engine air filter will get dirty more quickly and need to be changed sooner. Your filter can only hold so much dirt.
Once the filter is full, dirt will pass through to the engine. This dirt gums up the combustion chamber, hurts fuel economy and may cause damage. It can also contaminate the Mass Air Flow Sensor which will affect drivability and can be fairly expensive to replace. A dirty air filter would also restrict the amount of air that gets to the engine which hurts fuel economy.
Learn more at NAPAautocare.com/preventative-maintenence/