You'd be able to SMELL fine dust, would you? Tell me, what exactly do fine dust particles smell of? Because fine dust is everywhere, all the time. It's unavoidable. And I'm willing to bet you don't walk into your living room or bedroom and think "my gosh, it smells like dust in here!".
If it weren't for the fact that you can actually see it building up outside of the filter, Alex wouldn't even realise that it was letting dust out.
The fact that this dust is on the outside of the filter shows a. that the cyclone isn't as efficient as Mr. Dyson claims. If it was, this level of build up wouldn't happen after just 1 week. And B. that the filters aren't as efficient as Mr. D claims because if they were, this dust would trapped on the inside of the filter and not on the plastic of the machine outside the filter.
Obviously quite a poor seal between the filter and the cyclone which is letting the dust through. This is all dust that the filter should trap. No wonder the filter on Josh's is so clean if it's all building up around the outside of the filter.