Replacing bathroom heater fan with exhaust fan

I’m looking to replace a bathroom heater fan with an exhaust fan, there was never an exhaust fan in the bathroom so no exhaust pipe on the side of the house or roof, so just wondering if it would be dangerous to just run the fan venting straight into the attic, or if it is absolutely necessary to install an exhaust pipe. The attic is pretty small and cramped. Any tips/help appreciated!