The size of the particle decides which separator can catch it. Gravity settling depends on a particle's weight pulling it down, and a sub-micron particle weighs almost nothing, so it never settles out in a reasonable time. A cyclone spins the gas to fling particles outward, but that centrifugal force also depends on particle mass, and below a few microns the particles simply follow the gas streamlines instead of being thrown to the wall. Neither mechanical method has any real grip on something so light. An electrostatic precipitator sidesteps this problem entirely, it gives the dust particles an electric charge using a corona discharge and then pulls them to a collecting plate with an electric field, a force that does not care how small or light the particle is. That is why an ESP can pull sub-micron dust out of blast furnace gas at very high efficiency where gravity chambers and cyclones simply cannot.