US military recruits are typically exposed to tear gas as part of their training on "NBC" threats (nuclear/biological/chemical).

A major point of the exercise is to instill trust in your gas mask and your ability to use it correctly.

When I did it, we put on our gas masks, entered a little building full of gas, stood around a bit feeling the tingle on our exposed skin, then one-by-one were told to take off the mask and try to say something (I think it was our name and rank), then run out.

Every branch of the service has done tear gas exposure for decades. Speaking from my experience in the service, it sucks. (But it's not as stressful as fire fighting or damage control simulators...)