Do you burn a lot of candles? If not call in a pro to check your system out to eliminate that.

What type of heating system do you have?

Those are common. They're not "soot" marks, rather, they are locations where air is moving quickly and depositing dust. It's dark because as dust builds up, it appears dark grey. Obviously, if you burn many candles regularly, you will have some actual soot mixed with the dust which will make the marks even darker.

What the individual meant about your heating system was, when the blower/fan is running on a very high speed for efficiency, you will tend to get more noticeable marking around vents, doors (air moving between rooms) etc. There are a few ways to reduce this; reduce the fan speed on your furnace, use better (higher level of filtration, reduces dust) furnace filters, and/or have the duct work re-done to reduce air speed and make sure each room has appropriate air exchange to reduce dust around and under doors.

usually it is because there isn't enough return air
from the areas closed off.
I see it lot in carpeted master bedroom suite
with 2 supplies in bedroom 1 supply in each closet
and one in bathroom.
undercutting the door doesn't allow enough of
a return air pathway to the return air.
a 1" undercut will allow the air from 1 supply,
when the room(s) have more than 1 supply, then
a pathway for return air is needed.

installing transfer grills or jump ducts
solves the return air issue.

around the perimeter of the room is an indication
of airleakage under sole plate of wall.

these conditions are also called 'ghosting' and
hvac industry usually attributes it to candles.
even if no candles are used.

is the house on a slab? what is the foundation..
basement, on piers or slab?

best of luck.

we have natural gas heat and central air and it is a two story house on a crawl space. The house is also piered. I've never had this problem in other houses
I rarely burn candles.
It almost seems to be worse upstairs.
we have zoned heat and air.
what ever it is, it doesn't vacuum up and I've tried all sorts of products to try to get the stains up . They are very persistent.