The reasons that plums look dusty looking is because the plums have a natural waxy coating to protect them.
The dusty looking plums are safe to eat and there's no need to remove the wax coating from the plums as the wax coating on the plums are safe to eat.
Plums as well as some other fruits such as grapes contain a waxy, silvery-white substance on the surface which is meant to protect and preserve the plums and grapes naturally.
It makes the plums and other fruits look less appetizing for some people.
However the plums and other fruits with the dusty look are still very good to eat as that is how they naturally grow.