You might have to dig for it - I didn’t know this feature was available before this post. You need to click on the map button then toggle the air quality layer.

Seems to cover most of the US, Canada, Mexico. Western Europe is largely present but is missing a handful of countries (Belgium, Luxembourg, Ireland, Switzerland, Austria, Liechtenstein, Portugal, and Iceland). Also covers most of Japan and South Korea and small localized portions of India and China.

Apple don't have it enabled for all regions, even if Breezometer have data there. (E.g.: looks like they have [fairly good] data here [in Israel], but AQI is disabled in Apple Maps)