Not unless you consider death, first degree burns, or asphyxiation to be serious health concerns.
This career is all about danger. It's why few people are cut out for it, why it takes such a toll on those who do it, and why they garner such respect from the general public. You can't be squeamish or hesitant. You have to rely on your training and throw yourself in there, confident that your knowledge and skills will bail you out of some difficult scenarios. If they can't, it's time to start praying for Superman.