Carpets hold dust more than wooden floors etc. Of course it doesn't make dust.
My older psu was shocking with its fan on the bottom when it was on the carpet (it was on a rug too that I used to quite literally beat outside to get the dust off) I did live in a 300+ year cottage though and was rather dusty, hoovering every day didn't do much.
Spun it round one day and it was far better.
Like I say, it doesn't make much of a difference usually, but there are times when it can be better than others.