Small amounts of fine dust like ash are no problem as long as you are using genuine Miele bags and filters. Check periodically to make sure you see no dust in the bag chamber (that would have worked its way through the bag).
What happens when you pick up large quantities of fine dust (like drywall dust or ash) is that the bag's pores clog quickly, and the back pressure created causes the dust to be forced around seals, through bag and filter pores, etc...right into the parts of the machine that are supposed to be handling clean air only. This is where the damage can easily happen.
If you're picking up small incidental amounts of fine dust, mixed in with regular house dirt, pet hair etc from normal vacuuming, you won't have a problem. Just don't use the vacuum to gobble up tons and tons of it at once.
