Pretty much every year the Washington Post or other local newspapers carry one or more stories about how residents were sickened or killed by either improperly using a gas heating device, or by a device that was malfunctioning, and often mentioning that no CO alarm was present in the home.
I do not worry about CO2 in my house, only because the furnace and water heater is in their own ventilated equipment room.
If I had an unvented heater or something that
could vent into the living quarters, I definately would have a CO2 alarm. I worked too many years with household gas appliances,, natural gas and propane, to not be aware of where the dangers may be.
If you can smell fumes from a gas fired heat source, check it out and see why you can smell it, and correct the problem. I know CO2 is odorless but usually there are other gases being released at the same time that you can smell.
Keep warm, keep healthy, and Happy Thanksgiving.