Funny that, when I "drag" my damp, QD-saturated microfiber across the sufrace, the dust is gone, too!
Unless you're using a vaccum, or maybe using static, the dust will slide across the sufrace of the car, possibly causing stratches. I really don't think a microfiber is any worse than a mop. Either way, there is a sliding action (call it rubbing or dragging, it doesn't matter to me) which can cause the dust particles to scrape the paint.