Most definitely different types of particles cause different levels of harm. (Extreme example: asbestos.) However, we don't really have good data to quantify this. It intuitive from evolutionary perspective that "natural" sources would be less harmful since we've been breathing sea spray and dust for millions of years. Yet, smoke from wood fires is clearly still extremely harmful. So... my instinct is that the harm is probably less, but I find it very hard to be confident that any particular source is totally safe.