Perhaps you shouldn't blow dust off a shelf because then its air pollution, the same reason we shouldn't pump factory smoke into the air. Vacuuming up the smoke with a properly filtered vacuum cleaner should provide a net cleaner air, especially if your electrical service is provided by other than coal or fuel. Otherwise dusting with a moist or lightly oiled rag will work nicely.

The stickiness of dust is based on its contents, typically grease from a nearby kitchen or motor pool will coat surfaces and make dust stick. Dust from human skin also has an oil element.