There was a lot of talk about a link between people living near high voltage lines and leukaemia back in the 90s. There have been various studies which have a correlation, but I don't believe anyone has managed to find a causation.
The correlation is most likely that, power lines are unsightly and people don't want to live near them, so it's actually measuring socioeconomic status.
Some sort of electrostatic attraction of pollutants is another idea that gets floated.
https://www.newscientist.com/article/dn7460-large-study-link...