Yup, especially on the older lines (Northern, Victoria, Jubilee, Bakerloo). Particulate pollution can be two orders of magnitude higher than at street level. This tends to be glossed over when trumpeting the success of ULEZ measures pushing people away from cars and onto public transport, and I say that as a non-car-owner.
People tend to walk 10-15 mins at either end when taking the tube, and will walk more through the day. My understanding is this activity is net positive despite the extra particulates while on the tube. I might be misremembering this with a study I read on cycling in road pollution though