Dust being trapped on the edges of a screen protector is dependent on how the glass screen protector is made. I had this same issue while trying several privacy glass screen protectors for my phone until I stumbled upon the Tech Armor brand. Since I started using their privacy glass shield I have not had to worry about dust trapped on the sides of the glass. I can't explain exactly why but I think it's because of how seamless the edges are. I highly recommend you try it out.
The privacy screen I'm using now is great. I tried 3 different brands before settling on my current one. The other brands required high brightness and the edges were sharp, but the one I'm using now has been great. I keep my brightness really low and it's still bright. Here's a link to it if you're interested.