There are things you can do:
First, it’s generally not the smoke or exhaust that is causing the smell, it is the smoky residue on the grid, the masking and the materials themselves that stinks so badly.
The good news is, if you immediately remove the masking and put it into a closed ziploc bag, the smell becomes negligible in a hurry.
Second, get a spray bottle and fill it with a 50/50 mixture of white vinegar and water. Use that on your hands to remove the residue. It also works when sprayed on unmasked materials, particularly the proofgrade wood which has a nice finish.
Third - put the leftovers outside if you don’t live in a high humidity area. Again, it’s the residue from the cutting and engraving that causes that odor. It dissipates in a few hours with fresh air. Don’t do that if you live in a high humidity area - the materials will warp.
And some things stink more than others. The woods aren’t so bad. Leather stinks. Acrylic does too.
And for what it’s worth - you get used to it. I hardly notice it now.