I mostly did this because of the laser cutter (plywood can let out some horrible smells when cut), but it's nice to be able to do it for the 3D printer too. I know PLA is considered 'safe' but I figure better safe than sorry for these kinds of things. Hard to unwind damage that may take a long time to manifest.
The printer also has a CNC but I very quickly learned that I should _not_ run the blower fan when that's running. That was no fun to clean up.