The sun beams reflect off the dust and make it easily visible. That dust is always there but usually not visible due to human retina acuity. The sun coming through the window means much more light rays are present and so add more reflection, thus reaching the threshold for your eye to detect them; and cause a perception of the dust in a sun beam or on a metal surface. Additionally, appliances tend to be made of sheets of metal and so electrostatically attract dust.
I usually get a little freaked out when the sunbeam shines and the reality of how much dust is floating into my coffee becomes clear.
In Arizona it is a constant battle with the dust. Then when you are all done dusting the sun comes out to show you all the dust you missed!