The sole purpose of a clothes dryer is to dry your wet clothes, not to heat your house. It exhausts to the exterior because warm moist air can cause mold.
Mold grows in places with lots of moisture. I’ve personally seen it growing on drywall, ceiling tiles, and wood structures causing them to rot. Mold can also grow in dust, paints, wallpaper, insulation, drywall, carpet, fabric, and upholstery.
Health issues caused by mold include nasal stuffiness, throat irritation, coughing or wheezing, eye irritation, or, in some cases, skin irritation.
Gas dryers add an additional problem because they release small amounts of carbon monoxide and venting these in your house could potentially kill you.
In every house that I’ve seen this guess what’s being used? A dehumidifier…