are all used LPs dusty?

Nahh. Use your ordinary vacuum cleaner's brush accessory.
The brush accessory on your vac probably has hard tipped bristles. You can soften them with a square of harsh sandpaper, or better Emery paper. Just lay the coarse stuff on a flat surface, and with hand pressed against the tips of the bristles, scrape them across the coarse surface until they are broken up and made softer. Also good is to put a trace of a silicone shiner like polish (automotive tire shine is OK. Not a lot, just enough, wiped off to make the bristles themselves slippery, but not enough stuff left on so none is transferred to the LPs. (It also helps cut static electricity transfer)
Then SAVE that brush for ONLY LPs.
Then when you get a new used dusty LP, just vac it off using the vacuum cleaner with that brush attachment.
Works super. If you keep the LP in the old sleeve, you may need to do it again one or twice until alll the dust is gone.
It works great.
I tend to just hold the LP with one hand, balancing the Lp by the edge between my palm and against my thigh while running the brush around the LP surface, but that is fraught with danger for anyone not agile. You can just lay the LP on a clean surface to vacuum it. (Probably something that is firm but will not hold dust)
Anyway, it works well, is zero cost, and can do a decent job on those dusty LPs!!

Added: If you get a carbon fiber brush, and use it after the vacuuming, it will dislodge any stuck in tiny bits of dirt, and the next vacuuming, they will be sucked off too.
It is not vital, but helps. And even for clean looking LPs, it can be good to use.

Before using a record cleaning machine it is a good idea to let the record rotate while you use a dust/particulate matter remover such as the venerable Audioquest carbon fiber brush, or one of its competitors.
This picks up the dust, then you clean the brush by rotating it against its own built-in straight edge so the dust flies off the brush (pointed far away from the record you are cleaning.) Usually one needs to repeat this two or three times until you see that no more dust is visibly accumulating on the brush.
This removal of original record surface dust or fine particles prevents contaminating the edge on suction tubes of record cleaning machines such as the famous VPI 16.5

Some are not but it doesn't matter.

If you want good results with used records, you have to be prepared to clean them properly first. There is lots of info here on A'gon and elsewhere already regarding various effective ways to do this.

Otherwise, stay clear of used records in general. Its hard to tell by visual inspection if a record is really clean or not.

Generally yes. The paper sleeves have a tendency to crumble and that leads to dust. A lot of good tips on cleaning posted, but don't forget steam cleaning as the best answer.