MDF or other synthetic woods contain formaldehyde, a dangerous resin rated "known human carcinogen" with a main range of action in the upper respiratory system. Another example of incorrect selection of manufacturing elements that leads to unnecessary dangers. The counterpart for the "free market" and sometimes users is its low price, but probably some do not know what's behind when they use it and create dust in their own location without adequate protection or ventilation.
The raw corners of this wood expel formaldehyde as well and that's why some prefer to seal them.
As it happens with particles proceeding from hydrocarbon combustion, there's a path to the formation of tiny dust particles that directly enter in the alveolar area, passing the inherent defenses for dust, with around 10 micrometers or less. Another common mistake is to think about the security of using vacuum cleaners to avoid wood dust because with this action these particles in the micro scale could be released at high speed because of the exhaust air coming from the vacuum. At this time there are special certifications in vacuum systems like HEPA filters providing the possibility of intercepting most of it in dependance of the rating but usually the limitation is 3 micrometers thus every other particle below this could pass unaffected by the filter.
Any industrial application using synthetic woods should account with the responsibility of protecting workers and the environment using methods to not release particles of this size toward the environment, or call it public air. Even simply walking around a spot when it's being cut perhaps in a service of this kind, there's a risk for whom work there and clients.
Using natural woods there's more hazard using hard than soft ones due to the difference in size of the particle formation but the fatality here is more rare. As anyone could guess, harder means smaller particles. Another setback of using those special woods instead of particularly bamboo or other fast growing options toward true needs of a civilization and not for greed or the nonsense of classes with enough money to purchase.