However, without dust there would be less rainfall and sunsets would be less beautiful.

Rain is formed when water molecules in the air collect around particles of dust. When the collected water becomes heavy enough the water droplet falls to the earth as rain. Thus water vapor could be much less likely to turn to rain without the dust particles.

The water vapor and dust particles also serve to reflect the rays of the sun. At sunrise and sunset, when the sun is below the horizon, the dust and water vapor molecules reflect the longer, red, wavelengths of light such that we can see them for more time (starting earlier in the case of sunrise and lasting longer in the case of sunset) than any of the other wavelengths. The more dust particles in the air the more colorful the sunrise or sunset.