The ESP95X is sensitive to dust, Stax are not. Draping any sort of plastic covering over the headphones when not in use should be plenty, but often the ESP95X/ESP950 come with dust in the driver from the factory and it'll eventually shift into a position where it causes squealing. In that case, giving them a hard tap can dislodge the dust, and hopefully it'll settle in a place where it isn't causing noise.

That being said, electrostatic headphones are most sensitive to dust when in use, the fields created attract it, so *shrug*, Koss should really be more careful when assembling them, and fully seal their drivers.

If you want to use an air purifier to get rid of dust, you're going to be looking at something large and intended for medical or scientific purposes I think, no HEPA filter I've ever tried has done anything noticeable to the amount of dust in this house.