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Some pyro ovens have a catalytic converter in the cavity vent to clean the emissions before they enter the cooling duct and are expelled into the kitchen.
Some manufacturers (e.g Miele) have a very specific Pyro process which has low enough emissions to be able to pass compliance, which means they don't have a filter.
There are stringent guidelines about pyrolytic products from a safety and compliance testing point of view to be able to be sold - we refer to it as a "canary test" at work.
You'll also find that the user guide for some products insist on you running a pyro with a window open etc
Surely a pyrolytic cleaning cycle releases shitloads of fine particulates into your house? Or do ovens have special particulate filters to prevent this?