This is not a dust issue. This is not a hardware issue. This only happens on Anthem on all models of PS4 and XBox One.
Just because everything else works fine doesn't mean it's not a hardware issue. Anthem could well be more and differently demanding than games that came before it, thus could be much more likely to reveal weaknesses with the underlying system. Chances are it was validated on pristine test systems, then released to real world hardware samples of a broader range of silicon quality, wear levels, and maintenance.
This is why stress testing with 'real world' loads is insufficient. You stress test with combinations of worst case loads, in worst case environments, so that when, five years down the line, someone runs software that takes full advantage of your hardware in a system that was run in a chain smoker's woodshop and never cleaned, everything still works fine...because you built in sufficient margins and built your stuff to last.
Amazing how many hardware makers cut corners to look good in the short term, only to see their reputations ruined later on.
Now, don't get me wrong, it could well be a software/OS issue, either in the absence of, or in conjunction with, a hardware issue, but I consider a hardware issue likely because a software one of this sort would more likely have been revealed in internal testing.
Of course, to isolate the problem, you'd need to see if anyone doesn't ever have issues, then look at their software environment, then checking if anyone that does have issues with a similar firmware/software environment benefits from, say, reducing ambient temps by 20C.