You don’t really need complicated control theory for HVAC (at least, on a per-room or house basis) , since the system has such a huge heat capacity and takes a long time to change. Simple set point control with 100% on/off operation and a 2 degree dead zone gets the job done
The probability of one of those pellets hitting someone is so small that it wouldn’t even matter, but I think they would slow down to terminal velocity before they hit the ground. Would probably feel like an airsoft BB.