The air at or by the sea is traditionally thought to be healthy. This was variously attributed to iodine or ozone but its cleanliness or salt may be more significant.
Salts generally do not dissolve in air, but can be carried by sea spray in the form of particulate matter.
In modern times, the quality of this air is now degraded by pollution from shipping which burns high sulphur fuel in its engines and so generates large quantities of sulphate aerosols.
References
Sea air Wikipedia(Text) CC BY-SA