Yea, static cling
As a kid I use to go down to the local wash with a magnet and collect iron filings. Obviously the wind from a similar place has blown this as dust onto a windshield.
There are some videos on YT of a living frog being levitated inside a (very strong) magnetic solenoid. Same effect.
I suspect the magnet that is being used in that video is one of those neodymium rare-earth magnets, which are extremely powerful. Paramagnetism is only seen with at very high field strengths; the dust scraped by the credit card is very fine, with micron-sized particles, each of which weighs almost nothing.
Burning coal generates fly ash — dust containing magnetic iron oxides and other minerals that are impurities trapped in the coal. I suspect the residue in the video is fly ash. It is generally captured from coal-fired power plants in this country, but perhaps not in others.