Air pollution in arid regions emerges from the interaction between regional aerosol transport and local atmospheric processes, yet it remains unclear whether inter-city synchronization reflects direct transport or shared meteorological forcing. This ambiguity limits the interpretation of urban air quality and the design of effective control strategies in dust-influenced environments. Here, we analyze PM₁₀ and PM_2.5 observations across 47 cities in northern China during 2015–2025. We quantify regional coupling using explained variance (R²) and introduce a differential regional control metric (ΔR²) to resolve the relative sensitivity of coarse and fine particles to regional forcing. We find that strong inter-city synchronization coexists with substantial heterogeneity in underlying processes. Although the regional signal explains comparable variability in PM₁₀ and PM_2.5, ΔR² varies widely across cities (−0.57 to +0.34), revealing distinct pollution regimes. These regimes are systematically linked to aerosol composition and proximity to desert sources, indicating that similar levels of synchronization can arise from fundamentally different mechanisms. Event-scale analysis further shows a nonlinear dependence of aerosol concentrations on wind speed, with extreme PM₁₀ occurring under both weak and strong winds. This reflects two contrasting regimes: accumulation under limited ventilation and transport-driven dust events. Together, these results demonstrate that regional synchronization is not a unique indicator of transport but an emergent property of multiple interacting processes. The proposed framework provides a process-oriented basis for distinguishing these regimes and improving the interpretation and management of air quality in arid regions.