What you're saying is correct, but I can't think of many scenarios where it's relevant to human actions in the present, with the exception of freight ships' sulfur emissions. [1]
For the most part, burning fossil fuels is leading to both air pollution and GHG emissions. Sometimes you can in theory choose an option that leads to less global warming than the status quo but is worse for human health (e.g. burning biomass for energy instead of natural gas, or using diesel instead of gasoline engines), but usually there's an another option where you can reduce both undesirable outcomes (wind, solar, hydro or nuclear energy, electric vehicles, etc.)
Even from an economic standpoint I can't think of too many scenarios where clean energy isn't the better option long-term. An EV will have a higher up-front cost but definitely will be cheaper than a diesel vehicle across it's lifetime, and most areas I imagine solar or wind would be cheaper than biomass. Freight ships are the only thing in 2024 where I think we don't have an option that's better in both regards and cheaper -- there we do have to choose between more global warming or more particulate matter harmful for human health. But I think that's the exception more than the rule for human activities.
1. https://www.scientificamerican.com/article/cleaned-up-shippi...