Health-conscious Chinese citizens were understandably concerned after air pollution in Beijing and other parts of northern China spiked over the weekend. How concerned? A glance at data from data from e-commerce giant Alibaba's online shopping sites Taobao and Tmall, which saw searches for facemasks and other anti-pollution products skyrocket in tandem with levels airborne particulate matter, offers a sense.

On Saturday in Beijing, the concentration of the smallest and most dangerous air pollution particles, known as PM2.5,...