Whether or not to play tennis in hazy condition is ultimately up to you, we found this illustration by the Singapore government pretty clear.
Whatever you decide to do, there is no reason to panic. For healthy individuals, short-term exposure (i.e. over a few days) to haze will generally not cause any major health issues, other than irritation of the eyes, nose, and throat. In most cases, it is still safe to carry on with outdoor activities. However, you should drink plenty of water to stay hydrated, and individuals with existing chronic heart and lung conditions should ensure that medications are on hand and readily available.