There are two views of this:
1. If you extract the steam, etc. completely to the outside, you also lose warm air, which has to be replaced (at your expense) by your heating system.
2. If you return the steam, etc. to inside your kitchen, you don't lose warm (paid for, expensive) air, but you get all the smells, steam, etc. back.
I agree with Bookers, but, this being the "condensation season" I'd always advise getting rid of water vapour.
Warm air recovery units are becoming available at more sensible prices now, but, even at around £200, still a lot to pay for such a small amount of heat retrieval sadly.