It’s the humidity. Whatever is water-soluble in the dust absorbs water and becomes sticky. Then the water evaporates and it’s like you’ve glued the dust to the wall.

You probably clean your bathroom far more often than your other rooms. And while you are able to remove 99.9% of the dust, the remaining 0.1% are exactly those dust particles that, through one way or another, evaded your detection.

And it is those particles that go on and reproduce, making the next generation of dust more resilient against their environment and it's predators (that being you).

This goes on and on, eventually resulting in the powerfull bathroom dust you are encountering.

Of course, this is complete and utter BS and not how anything works but it was a nice read, wasn't it?

Tiny aerosolized particles of toilet tissue from constantly unrolling it.

Probably the mold spores and if it's old enough the asbestos in the plaster.

Maybe the carpet if you have it?

Turd flakes vs skin flakes

Kitchen dust that has married airborne grease has entered the chat.

In all seriousness I'm too busy battling toothpaste, misc hair/skin products, soaps, and unmentionables to notice bathroom dust.