Actually, your theory hits the mark pretty well (and is not unknown). It’s a well known fact that particulates in the atmosphere prevent some sunlight from hitting the earth, thereby reducing temperatures.
I believe that England used to have far colder winters during the industrial revolution than it does now, because of all the pollution from burning coal back then.
On the other hand, by those particulates blocking sunlight, the particles themselves would be warmed which would, in turn, warm the atmosphere. (While I haven't seen any published data on this, I'd suspect that the two effects would offset each other, at least to some extent.)