Coming from a commercial/industrial career in the HVAC/R field there are OSHA and EPA requirements for cutting and processing certain materials and its been too many years to recall what they are. Exhausting to the outside and bringing in outside air is pretty basic, if the make up air has been heated or cooled is the not the regulating authority's problem. Dan's concern was that dumping ice cold outside air directly into the laser would cause problems.
The make up does not need to be connected directly to the machine, just available. If a simple air to air or pipe inside the pipe works to some degree its better than nothing. But they do make heat wheels and other much more efficient methods to recover the heat or cooling from the exhausted air. It may not be cost effective to spend $10,000 to recover heat when Dan's method is available. If it meets OSHA or EPA requirements for all materials or not would remain to be seen.
Retired Guy- Central Iowa.HVAC/R , Cloudray Galvo Fiber , -Windows 10