Keep in mind that surgical masks are designed primarily to protect the patient from the surgical staff, not the other way around. They prevent aerosols exhaled by the surgeons and nurses from reaching the sterile surgical field, and do very little to filter the air the staff breathes. In order to do that, you need a tight seal on the face with no gaps, and obviously a paper mask can't do that. Much of the air you breath will come in through those gaps and not be filtered at all.
Although they would stop some of the largest suspended particles in air pollution from being inhaled, they would do nothing whatsoever to stop gases such as carbon monoxide, benzene, sulfur dioxide, etc. You would have to wear a self-contained breathing apparatus like scuba divers and firefighters wear to protect against those, which means you'd need to carry an air tank to go with it.
For citations I refer you to an almost identical question on the physics exchange: