Why are reactions involving sulfur dioxide, hydrogen sulfide, the halogens and methylene chloride performed in the fume exhaust hood?

Because all this gases are very very toxic.

Explanation:

Sulfur dioxide

Toxic gas, with a penetrating and colorless odor with a mildly acidic taste. The health risks are: irritation in the respiratory tract and corrosion lesions on the skin and eyes. Sulfur dioxide is twice as heavy as air. The gas reacts with water or moisture to generate sulfurous acid, which can also be corrosive to the skin and eyes.

Hydrogen sulfide  

Hydrogen sulfide is a colorless, flammable gas, with the smell of rotten eggs, with a sweet and perceptible taste in concentrations of 0.002 mg /L. However, in concentrations greater than 500  ppm affects the perception ability of the olfactory nerve and thereby prevents its detection through this sense, making it more dangerous. It is very toxic, so prolonged exposure to this gas can cause adverse health effects. It is considered as toxic as HCN; However, its unpleasant smell allows it to be perceived at very low concentrations.

Halogens

Poisonous gas and oxidizing material. The substance can be absorbed through the body by inhalation. Cause tearing. The substance is corrosive to eyes, skin and respiratory tract. Gas inhalation causes pulmonary edema. Rapid evaporation of the liquid can cause burns in the contact area. Exposure above occupational exposure levels can cause death. The effects can be delayed. It can cause erosion in the teeth.

Methylene chloride

Harmful if ingested, inhaled or absorbed through the skin. It affects the central nervous system, liver, cardiovascular system and blood. Causes skin, eyes and respiratory tract irritation. Suspected of causing cancer. The risk of cancer depends on the level and duration of exposure.