They are trying to avoid the radioactive particles coming down with the fallout from Fukushima.
Now serious, at the time of the accident, when the reactors were burning strong, and radioactive fallout being detected over the USA, i saw a thread in a conspiracy forum, by a very worried man wanting to buy a gas mask after seeing concerned people using then in his gym while working out to avoid breathing the particles while deep breathing.
After several answers and directions, someone came to explain they were using some training technique with those gas masks.