Because you are inhaling foreign chemicals into your lung in higher then normal dosages.
We do that all the time. Ever worked in a newly constructed building? Wondering what that smell is? Plasticizers, monomers, adhesive solvents, etc.
Same with a new car. Or cooking over the stove, bbq'ing. Or walking down a busy street with cars on it.
Just because you are inhaling "foreign chemicals" doesn't mean there are significant risk associated with it.