Except in one case, where I installed a couple of Strong rectifiers in ventillated outdoor enclosures, I've never exhausted one. For starters, most of the booths I've worked in have had plenty of air movement through them, just because of the lamphouses.
I've seen old arc-to-xenon conversion kits, where ballasts were mounted on top of the rectifier. Those were vented outside. I have a couple of old Kni-Tron arc rectifiers in my old (retired) booth. Those were installed in a generator room, back when we were running Ashcrafts, but that was more because of their internal fans' noise than the need to introduce outside air.
Where you are probably makes a big difference. Here in the Seattle area, it's not such a huge deal. In California, Arizona, Florida, etc... maybe more so.