Please see 
https://www.penturners.org/threads/not-all-plastics-are-acrylic.148328/.  It is a mistake to refer to all plastics as "acrylic".  Acrylic is a type of plastic - not the other way around.  Each synthetic material has its own specific smell; and different turning, sanding, polishing, and lasering characteristics.  Using inaccurate terminology just leads to misinformation and confusion.
For example, if the blank you're turning has a strong, unpleasant, chemical (styrene) odor, then it is probably polyester.  If it has a strong, unpleasant, rotten-egg (sulfur) odor, then it is probably ebonite.  Urethane has very little odor, but some formulations can be more difficult to polish to a high shine.  PVC turns and polishes well, but do not attempt to laser-engrave it (it releases corrosive gas).  True acrylic (PMMA) has a mild odor, and is one of the easiest plastics to turn, sand, and polish -- and it laser-engraves well with good detail.
If you are bothered by the smell when turning a plastic blank, find out which one it is and try a different synthetic material instead.
If you are working in an enclosed space, then look into getting good ventilation.  Any sanding dust - wood or plastic - can be hazardous to breathe, and the fumes from a wide variety of solvents and finishes can be harmful as well.
Regards,
Eric