Nitro engine design relies on a fair percentage of the fuel that goes into the combustion chamber remain unburned. The function is to absorb heat and carry it out the exhaust.

The fuels are alcohol, oil, and nitro. So the exhausts contain some of each. Nitro and alcohol aren't good chemicals to spray all over whatever is in any room. And since the exhaust contains those, you don't want the exhaust all over everything.

The alcohol is usually methanol.
The nitro is usually nitromethane.
The oils can be almost base.