I guess it has to do with the outside pollution. The character doesn't wear the mask when he is inside (except for the park where he removes it and inhales fresh air).
Make a move, Reindeer Games..
It is essentially for pollution in the city - as they clearly show smog in many of the twilight shots! It may also be a metaphor for the mental pollution, lack of safety and corruption which we face, when we step out of the (safe?!) confines of our homes!
shareYou should check out the film's Wikipedia page. There's a mention about this there.
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The film is set in New Delhi and the city is notorious for the worst air pollution in the world especially during winter season.
First I thought I would say a joke about Sodium and Hydrogen but NaH.