A quick calculation shows that the 5 mg of mercury in an energy-conserving CFL is enough to fill an average size room (100 cubic meters volume) with the 0.05 mg/cubic meter vapor concentration that is considered hazardous for long term chronic exposure. Since this is the rule for laboratories, it probably does not account for people who might be especially sensitive, including infants, small children and pregnant women. As with allergies, different people can have vastly different responses to exposures to toxins.
The admonition to open the window for 15 minutes after a CFL break does not account for the various sizes / shapes of rooms, placement of windows (or absence thereof) and whether there is adequate cross-ventilation. And of course, it is not so convenient to ventilate a room thoroughly with outdoor air during the dead of winter in a northern clime.
Far be it from me to fuel a scare, but CFL backers are the global warming alarmists, after all, who have much less science to back up their claims for concern about climate change. It might be instructive to review the OSHA regulations concerning handling of mercury employed at CFL manufacturing plants. I bet the precautions are quite stringent.