After several turns I started to notice these grey splurges and mind you there are districts present. I don't know if this is supposed to be a feature representing the pollution or a visual bug. 

Same for me, every city is affected. I doubt it's supposed to be pollution as it affects every city, even the majority without pollution  warning. Persisted through several reloads and one restart of the game, disappeared when I restarted the game an hour later. I don't know if it had anything to do with it, but when the problem occured I started the game with Continue, this time I tried it with Load. Sorry, don't have the autosaves as the problem apparently disappeared.