Veg is doesn't really. I am a month in and yeah, when I walk into my room the smell hits me, but it doesn't really soak up in my clothes. I imagine this will be different when I start flowering but I am hoping that a little ONA will solve that problem...
Find a new home for the clothes, even one plant can stink up everything in the closet and like one guy said, FIRE should be your concern. Sheetrock doesn't burn but clothes can. Plugs can short out (I've had it happen), bulbs can burst, make your grow SAFE