Is the atmosphere getting more dense with various gases, car pollution (200 million cars just in North America), factory pollution, more water vapor and denser cloud cover? If so could a "thicker" atmosphere act like a lens and magnify the Sun's rays to an intensity a higher than what it should be?
No, the atmosphere is not becoming thicker.
If anything at all, the atmosphere is getting thinner, but only on very long time scales. Planet Earth very slowly loses parts of it atmosphere due to atmospheric escape, either to space or to the solid Earth. Historical atmospheric pressure is hard to determine, but billions of years ago, it might have been much thicker than it is now, in particular with a lot more greenhouse gases. One clue is the faint young sun paradox; we know there was liquid water at a time the solar output was 20% less, which would require so much greenhouse effect that the total atmospheric pressure must have been much higher. But the jury is still out on that one.
The atmosphere is not becoming significantly denser, either.
The concentration of gases that we are adding to the atmosphere is typically measured in parts per million (ppm) or parts per billion (ppb). The effect of adding to this is small compared to the natural variability in atmospheric surface pressure / density due to weather and other effects.
The atmosphere does not act like a lens.
Gerrit is correct that the atmosphere is not becoming significantly denser, but it is becoming marginally denser, actually by about 0.02%, because CO2 is about 1.5 x denser than air, and we have increased it by about 120 ppm since the start of the industrial revolution. In the short term this is a worry, but in the long term, geologically speaking, it is a mere blip in the Earth's evolving atmosphere - like major volcanic eruptions. Out-gassing of radiogenic helium is insignificant, as is incoming gaseous debris from space.
Refracted solar insolation doesn't significantly vary with changing atmospheric density, and even if it did, it would only be an imperceptible and trivial influence upon where the sunlight was absorbed - merely a local thermal anomaly, very rapidly redistributed by the weather.
Regarding the last part of your question. The atmosphere keeps temperature of the Earth warmer than it would be without it not because of lensing but because of the greenhouse effect. The light from the sun hits the ground, heats it up and hot ground emits the thermal radiation, like your back burner. The greenhouse gases capture it. The thicker is the atmosphere, the higher is the probability that low-freq thermal radiation will be turned back to Earth (Sun is much hotter, it emits much higher-freq light, the atmosphere is transparent for it).
You say that there can be another effect, the photons which fly tangent to the earth surface can be captured by the atmopsphere (lens) and deflected to the ground, like if you capture a fly that passes near you with your hand, and sent it into your mouth. It seems that the effect is real and known as atmospheric refraction
You can feel it on the sunraises and sunsets, when the sun is behind the horizon, the atmosphere is still light, which means that it captures some light, the photons that go tangent to the earth surface and would pass by if atmosphere did not capture it. That is, the lens cannot produce more photons than Earth receives from the sun. It cannot raise the Earth temperature. It can only collect all the light and send it into one dot or grow bigger, collecting some light from outside the Earth and send it to the Earth, like capturing the flies near your body with long hands. Let's suppose that refraction is real and atmosphere can capture the tangent photons. So, the question is: which effect is stronger: greenhouse warming or lensing warming? The thicker atmosphere increases both of them. But, the diagram is misleading. It says that the atmosphere is very fat, almost like the Earth diameter or larger, which is far from truth. In fact, the atmosphere is only a couple of kilometers in thickness whereas the Earth is 6000 km. Morevover, refraction operates only on the perimeter area, the rim around the earth
whereas greenhouse gases reflect the Earth heat back to the surface over the whole earth surface, which makes the effect not 1000 times smaller but 1000x1000 times smaller. So, I would account your lensing as important only when atmosphere sichness would reach the size of the Earth and beyond. There is however one negative feedback that I cannot estimate but it would be important for a very large atmosphere. It is that surface of heat irradiation would also be much larger if your planet is much larger. Probably your lensing gives less warm than increased irradiation takes away.
Enough of speculations for today, I suppose.