Well, the Henderson Cloud isn't as bad as it used to be. That said, overall air quality is much worse (this from a Las Vegas resident who's looking to move out within the next year or so).
It used to be that Las Vegas/Henderson was great for people with allergies - desert plants, low pollen, etc. But then, about 20-odd years ago, people started moving here in droves, and many of them added non-native plants to their yards. This has resulted in far higher pollen counts than anything I remember as a kid growing up here. (One year, CNN was full of "extremely high pollen counts of 2000 or more" in Atlanta and other parts of the south; Las Vegas's counts were five times that.)
As many good things as there are about the area, I can't recommend it. On the other hand, you might look at Boulder City. BC is further south than Henderson, and they actually are managing their growth.