I would say that the coils will need to be cleaned not only for heat transfer, but for indoor air quality and static pressure as well. From a maintenance standpoint, if the dirt condenses out and goes into the drain pan, then clogs the drain pan, you may have water damage as well. Having an excessively dirty fan is a good indicator that everything down stream has been exposed to the same levels of neglect, which can increase dollars and diminsh IAQ. If the air flow monitoring station, dP's, reheats, humidistats are dirty, then they can fail to operate properly and cause increased energy and maintenance costs.
From ASHRAE 62.1 (especially 5.5.1) the surfaces in the air stream are to be resistant to moisture and mildew growth. Maybe this kind of dirt is resistant to moisture and mold; where that dirt ends up should be a concern.