To add to what brtech said, keep in mind that when police departments need to isolate fingerprints on, say, a piece of plastic, they put it into an enclosure with some CA glue, which is heated.
As the CA glue heats, some of it is released into the air, adhering to the fingerprint. But if a little heat can cause it to become airborne, then the heat from the reaction can also cause some of it to become airborne.
I used to use it a good bit when making RC Airplanes, and have glued myself to almost every model I’ve ever assembled, at some point or another. But never enough to cause a burn, ouch!
The other thing is that thin CA cures faster than thick, and therefore generates more heat. But also be aware, that even a standard epoxy generates a good amount of heat as it cures.
Lastly, you need to be careful not just when applying the CA, but also when sanding, because the sanded particulate can be just as irritating if inhaled. And your body can develop a sensitivity to it over time.