Today, by and large, they do not. In the past, chemicals such as freon in aerosol sprays were very persistent. They rose to the upper atmosphere and linked with free oxygen, reducing the amount of ozone in the ozone layer. This allowed harmful high-intensity radiation from the sun to reach the Earth's surface. Fortunately, we caught that problem in time, and international regulation required changes to the chemicals in aerosols and refrigeration systems.
However, we may find that there are other dangers we don't know about it.