Yes, the article specifically mentions that. But one thing the article does not mention is that you can ride at a leisurely pace, breathing in almost exclusively through your nose. Also, there are quiet alternate routes I can take that are much cleaner than the main arteries.

I think the article could have been more balanced. Other doctors and experts could be quoted who would point out that it's not necessary to exercise indoors. It's a fact that air pollution is not always at hazardous levels and that heavy smog days are predictable and avoidable. The article would have us believe that we are killing ourselves, which is completely false.