Both comments are right. It isn't an initial coating but rather the material itself. If anything it can get worse with wear and tear.
However it's also true that no fumes are released until it is well above temperatures that would commonly be reached while cooking. Preheating a dry pan can reach this temperature pretty quickly - but that's about it. If there's water in the pan it will never get that hot, if there is oil in the pan the fumes from the pan will be the least of your concerns as most cooking oils will burst into flame at that temperature.
I don't buy anymore non-stick stuff, but I still have a pan I use (with Auggie in a different room with the door closed.)
I did get rid of my George Forman grill as that is preheated dry, as are waffle irons or most pancake skillets. These items are legitimate concerns.