All of these are good reasons, but they're classic examples of in the box thinking. I'm sure there's a way to safely and reliably transfer heat from an exhaust, we just came upon the coolant idea first and it's easier.
Example: If you don't like toxic fumes and smells being transferred to the cabin along with the heat, use another medium as a buffer. Water/antifreeze responds to convection currents just like air does. Put heat exchanger from water mix to exhaust plumb to the coolant to air exchanger in the cabin. Bingo, best of both worlds! Sure it's not terribly efficient and would now be subject to a warm up time again, but you can't tell me that there's not more than enough heat in the exhaust and since the fluid for this purpose would be only for this purpose, it's quantity could be much less, therefore, warm up much faster.
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