I am ASSUMING that you have hot water heat that circulates through your baseboards.
If that is the case, the warm air that rises up through the baseboards is carrying microscopic dust particles with it and depositing those particles on the wall. Over a period of time the buildup of dust appears to look like soot.
I’m not sure what the solution might be. Perhaps adding humidity to the house in the winter, or the addition of a recirculating filter in the house to minimize dust.
Good Luck!
Dodgeman