Dave,
That is all to do with badly adjusted nozzles, not the requirement of an extraction unit.
I get no fogging at all from mine, and it uses very little air or cutting fluid. In fact, I use it as a total loss system, just a quick wipe away when I have finished.
I can part off a 3″ lump, and the bit that falls off is cool to the touch, not smoking as normally happens.
It is the air that does the cooling and swarf blow away, and you only require tiny amounts of cutting fluid.
Bogs