Plot hole: There is a scene where Heather pulls the mask off one of the cult-members, and the air literally poisons him, causing his skin to discolor and his throat to choke up. This never happens before or after. Vincent claims that those particular cult-members have superstitions about the air being poisonous, but there are a multitude of problems with this explanation: A) We have seen numerous other people go unaffected by the air, and B) we later see several of these same cult-members in the sanctuary, unmasked, breathing the same "poisonous" air with no adverse effects. (And Claudia had stated that even the sanctuary is no longer safe from the darkness of Silent Hill, so they are technically breathing the same "poison" air that's outside).
Suggested correction: The air is poisonous to them because they believe it to be. Your fears are manifested there. That's why everyone's Silent Hill is different.