During a lightning storm, ozone can be found in large quantities. There is a fairly vast amount of it in the atmosphere. It is naturally occurring and fulfills your arbitrary criteria for what should be (but, in fact, isn't) a perfectly safe substance to breathe.
Methane occurs naturally in huge concentrations. Look it up, a little reading might be good for you!

So your amended assertion is:

"All forms of inhalation of [particulate] substances which aren't [naturally expected to be found in] air causes (sic) damage to the lungs and throat."

I'm sorry mate, but it's still not true . Again, coffee vapour, water vapour, tea vapour, cooked rice vapour, long-chain hydrocarbons. None of these are naturally (i.e. without human activity) expected to be found in air, and none of them are at all harmful. Coffee and tea vapour even contain caffeine, a drug quite similar to nicotine, which is the active ingredient in vapes...