Not sure what a lung room is, but i used to vent into my room all the time. since cannabis is a great oxygen producer, it can revitalize your air, raise productivity and energize you. i love the air grow rooms generate and whenever possible, i try to get them into my living/working area.
i suggest to be careful if you run CO² though, as any thing past 400ppm is considered carcinogenic (since 2006 air is in average 400ppm).
I will be doing so myself with my next grow and i plan to vent the air into my bedroom - i'll post details when i am getting there (see signature). The idea is that as long as there is no CO² injections, the air is beneficial; and when I run CO², the vents don't run. i will also be monitoring CO² levels in the room, to make sure CO² levels are back to normal before vents start again.
In some areas that is the worst idea you can have. Police does scans with heat vision and if your attic lights up like a lamp in a black field, it'as a sure giveaway. There are better ways to deal with it.
I personally try to get rid of heat at the source. Lamps make a difference, and while i don't want to convert anybody to LEDs, i myself am going there for the first time, because they have become better than any other lights out there - if you know what you do (i'd check out what
@Growmau5 does, if you want to know more).
But I have used the exhaust air to heat my room before, so that works too. Just do it in a way that is not too conspicuous, especially if you live in a country where cultivation is a no-go.