burning it fully is definitely better, as old wood stoves obviously have a so-called incomplete combustion. no one says they are not comfy, but considering the health effects on yourself or the people around you gives one or two anons maybe a different perspective. some guys here post old as fuck fireplaces with obviously open exhaust to the room and definitely no other technology involved.  i could start on the higher chance of cancer using coal grills instead of gas or electric powered. funny enough i had a chat with the boss of a gas power plant in germany and he told me "i don't give a shit about cancer, i won't stop using coal to grill my meat!!!". well sure you do. i don't care either. yes it tastes better "smoked" but again, what does one think those tiny little black spots cause in your lungs. enjoy coughing your 60s away i guess tldr: yes using the best available technology is good for yourself and everyone around you. to answer your question a bit more scientifically, see pic related. concentration of heavy metals (y axis) and temperature (x axis). depending on the temperature you get different chemical components in your exhaust gas
Germany