I lived close to the westway and used to cycle a lot in London, I'm pretty aware of denser urban arteries, but walls are not completely covered in soot from diesel vehicles, which are now much cleaner than ever before.
There is a tremendous amount of dirt and debris from tires and road degradation around high traffic areas, you are probably confusing soot with dirt.
Better road maintenance, recycling tires to incorporate into road surfaces would help enormously especially with heavier vehicles like EV's, SUVs and trucks.