I would imagine in actual practice that any dust inside the housing would eventually cake to the bottom given cycles of humidity and drying over time. I also wonder exactly how strong the air current is from the LED bulb. Plus, even without the fan inside the housing, they still get bounced around a lot on rough roads and gravel, so it's not like they are an otherwise perfectly still environment.Headlights do have foam filters, at least some that I have seen.
Regardless, if I ever did an LED install, dust would not be something I would worry about, and if it became an issue, I could very easily figure a way around it. Which might be a moot point if housing already have proper filtering. I don't know enough about headlights to have any opinion on how well they are sealed.