If you keep the flue dry, the sulfur will do very little harm. However, you should still sweep the chimney if you are getting a build-up of soot on the flue walls.
If you do not have a chimney cap to keep out rain and animals, I would suggest that you put one up, and make sure that it is stainless steel.
Direct vents need to be cleaned on a weekly basis, as soot does accumulate in there, and can reduce the efficiency of the unit. Alaska stove company is torture testing one of their direct vents by not doing any maint, on it, and it just keeps on ticking. But why torture something that you paid a lot of money for that also keeps you warm?