All Generalizations are invariably wrong, somewhere (including this one!).
Um, no- "most" is accurate- there's more wildlife in non-dusty climates than in them and it does indeed depend on where you shoot.
When I was in Tanzania during the dry season in 2006, there was plenty of choking dust. It was most typically present whenever we passed another vehicle along a road, or were following another vehicle.
The exception proves the rule...
Its been years since I've done any photography in the American southwest, but I would expect conditions during the dry season to be generally similar.
The SW is usually not as dusty as the mid-west, but even there you'll generally find that outdoors it takes "something kicked it up and you still want to get the shot while it's not settled" to really affect a lens. I've never had issues in either place though.