Haze can be bad for your health if the haze is caused by bad pollutants.
Haze can be caused by smoke from forest fires, smoke from grass fires, smoke from other fires etc or the haze can be caused by pollutants from exhaust from vehicles and machinery.
Another cause of haze is dust blowing through the air.
If you are overall healthy and have no lung disease or heart conditions etc then the haze should not do you any harm.
However it would be best to wear a face mask to prevent breathing in the pollutants.
I've been out in haze several times myself before though and never wore a mask and I've been just fine.