You are using a laser to obliterate things in it’s path. You will always get some odors no matter what you do. I would say it’s normal, but you can mitigate it a bit by venting outside, adding an inline fan, not opening the machine for a few minutes (or more) after the cut finishes, etc. I don’t have the compact filter, but I do have a air scrubber. I don’t think I’ve ever went into coughing fits, but it can definitely stink for a while. I just let the scrubber run until I no longer get a strong odor before I turn it off.
Make sure your connections to the compact filter are seated well. And check your filters. They don’t last long at all depending on what you are cutting.
EDIT: Didn’t see you were cutting draftboard mostly. As Jules and Geek said… Clogs filters FAST. Definitely vent that outside if possible.
Also, some people are just more sensitive to those things that others. It could be you fall into that category as well.