there is a special "stove pipe" that is supposed to be fitted to direct air coming off the cylinders up into the air filter. It's often forgotten about and not replaced after an engine is put back together for whatever reason. So a lot of bugs just pull warm air from around or near the exhaust which, while not as ideal as the stove pipe is still way better than nothing.
You are likely to draw in more dust than with the stove pipe but that's hat your air filter/oilbath is for, right?
Think about it though, they used the same air filters here as in dusty Africa and they were fine. How much dust do you reckon you'd draw into the warm air pipe in damp auld Ireland?
the stovepipe is item #24 in this picture:
from VWHeritage:
24
Warm air pipe for air cleaner (metal) [SIZE=+1]£ [/SIZE]33.66
[113-129-519/G /] [BACK ORDER]