The obvious answer to my question is simply pipe the exhaust outside; but that is not how most of the stoves featured in the videos are constructed. We've all seen the warnings every winter about burning charcoal indoors because it can kill you! So, what's the deal with the rocket stove? Why is it safe?
I think you may be confusing demonstration videos with completed and installed stoves. Any finished stove is and must be vented to the outside in some way. Which of videos are you referring to? (provide a link for simplicity, if you would)