Of course, one should always read the MSDS. I use a 3M respirator with VOC inserts while working on these things. However, one should mention that a) polyurethane resins and platinum-cure silicones are much safer than many other compounds, and b) polyurethane resins are different from the more common epoxy resins and reactions are only very slightly exothermic. It's not a problem like when you're building a river table.

As a rough estimate, using a resin 3d printer is more problematic than these compounds.