It is not. This kind of ideas is the remnant of the “bad air” theory of diseases propagation, which is not actually a thing and was displaced by germ theory at some point in the 19th century. People clung on to this belief because why not (and there was money to be made bringing rich people to countryside or seaside resorts) but there is no real rational justification. That’s not to say that the atmosphere cannot be harmful locally, but the seaside is not particularly healthy.