I just ordered mine, since my sites are set on an abandoned asylum that has an incredibly high asbestos risk. I figured I might as well have it for all the other places I'll go in the future. I told myself I could buy myself a present if I scored a promotion I was after, and my respirator was that present. My friend tells me I'm not a normal girl.
"A good traveler is one who does not know where he is going." - Lin Yutang
Better be more worried about where you are putting your feet. Respirators might make you feel safer, but your biggest risk is not what you breathe but what's around you that you might not be aware of. This includes people.
Unhindered vision (looking down is important), and as little as possible in distractions and dead weight is safer.
Your security measures were inadequate. How unfortunate for you.