Nobody is suggesting that "real" fungicides are to be regarded as
safer alternatives to "home remedy" style chemicals like Sulphur, but the fact is that when people (most of the intelligent people I know, anyways) understand that the chemical poses some handling and/or environmental risk, they will treat the material with the greatest respect
because they know that mishandling it will have consequences, and so it is far less likely to be misused.
Even
Hydrogen Peroxide makes it into the list of "hazardous chemicals", you know.
Will gaseous Sulphur work as a treatment for Powdery Mildew? Undoubtedly, yes. Is there any risk involved in generating and using vaporized Sulphur within the confines of ones home environment? Absolutely. It would be an error of judgement to think vaporized Sulphur posed no threat to the user, just as the mishandling of Propiconazole or most any other chemical engineered for gardening purposes would. Understand the materials you are using, and handle them appropriately.