I am honestly not sure why people claim you need a second air supply. Dentists place and remove Amalgam everyday, for up to 40 years straight without problem. Now, are fumes created? yes. Do you want to inhale them? no. However, a good assistant should have a high speed suction tip right next to the tooth at all times, which will remove all fumes from the air before they get anywhere near your nose. I would not worry too much about inhalation if your dentist has a good assistant.
I do not place Amalgam eiter, but I also do not recommend removal without a specific cause (decay or positive allergy test). However, if a patient is adamant about removal, I just make sure they are aware of the Amalgam vs composite lifespan.