Are air fresheners bad if I have dust allergies?

Probably not. But the strong odor might actually cause symptoms through a mechanism known as vaso motor rhinitis.
No . Air fresheners have little if any effect on dust mites however, they may trigger asthma in persons who are sensitive to them. Dust mites live primarily in your pillow and mattress. It has been estimated that dust mites can double the weight of your mattress in 8 years. Dust mite impervious pillow covers and mattress covers can seal mite into the mattress and pillow and may help reduce exposures.