As I enjoy my relative safety and indoor accommodations, I wonder why the indoor air is safer than the outdoor air. Even buildings that had 12-foot-wide (4-metre-wide) cargo doors open yesterday contain air less smoky than the outdoor air, or at least it smells that way.
Are still there fewer smoke particles per unit volume indoors? Do indoor environments trap the particles better? Why is the air safer indoors?
The other way to consider it is when a room has been closed for a lengthy period while someone has been in the room, the air in the room becomes stuffy. This is because the air in the room is not being replaced by fresh air quickly enough to remove stuffy air. To remove to stuffy air the windows and doors need to be left open for a period of time for fresh air to replace the stuffy air.
The same thing happens when the air outside is heavily polluted. The air inside is cleaner and remains cleaner for a longer period if the doors and windows remain shut because the rate of transfer between air inside the building and outside is small.
A house is (generally speaking) four walls, so if smoke was blowing against your house, even the small particles that could go around a solitary wall would be blocked off by the walls on the side of the house.
As the other answers suggest, a house generally isn't perfectly cut off (hermetically sealed). This means that small openings in your house can let air and let the smallest particles of smoke in. For other reasons, that is good and bad. If too much smoke is brought in, it is hard to get out (consider a cigarette smoker inside). For example, furniture acts as a capacitor of smoke, gradually releasing it in time.
In your case, consider you open your doors a bit and some smoke got inside. The smoke will diffuse throughout your house and settle into the floor. Assuming the mass of the puff of smoke is much less than the mass of air inside your house, the concentration of smoke inside your house will likely be negligible.
There are a number of different ways you can slow smoke down from entering into your house. Besides the ways listed above, building an anteroom may also prevent smoke from entering and make your house a bit more energy efficient.
The air inside your house is probably way more polluted than the air outside of it because of all the toxic shit you bring into the house and release, such as: bathroom cleaners, window cleaners, "air fresheners", toilet cleaners, waxes, polishes, nail polish, perfume, deodorants, the car, hair spray, etc. Also, there are lots of things in your house that outgas highly toxic, carcinogenic substances including: computers, phones, audio equipment, anything rubber, anything with volatile oils and lubricants like motors, anything made out of fabric treated with fire retardent (upholstery, clothing, rugs, curtains, etc). Then, of course, if you have a modern house it is made of drywall, so you are constantly breathing gypsum dust (calcium sulfate), and if the house is insulated, then you are also breathing particles of fiberglass. Get the picture?
The government tells you to stay inside because they want to control you.