Is it safe? What’s the worst that could happen?
Death by silicosis a few years later? 
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You’ll have super fine dust to clean up if you just let it blow into the room, and you’d be breathing that in, so even if any elements aren’t good for your system, and any fine particles that could get in your lungs would be irritating at best.
You should always run the duct outside–doesn’t need to be anything fancy.
Mine goes out a window & I block the open area to keep the exhaust from blowing back in (and defeating the purpose).
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