Not very surprising.I have an MX60d non-pup, just delivered 3 weeks ago. As I don't have a HEPA filter, I do have to say the car's "auto" mode does a good job of keeping the air pretty clean smelling. I leave it in auto mode so I'm not sure if it just uses a lot of recirculation, which is what I had to do in our old cars. Not sure if anyone else feels the same way, but I don't feel like I get any smog or smoke smells wafting into my car. Or, maybe the new car smell is just masking it all...?
HEPA filters are particle filters, but many odors are very small gases so the main thing stopping those is probably the activated carbon filter, which all cars should have.
Different types of air filters (Hepa, Ionic, UV, Carbon)